+22.2%
CTSH vs PBR
+697.0%
-674.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | -3.7% | +5.4% | -9.1% | -4.6% |
| 30D | +3.7% | +22.9% | -19.2% | -0.1% |
| 3M | +17.9% | +19.6% | -1.7% | +13.9% |
| 6M | -2.6% | +16.5% | -19.1% | -5.8% |
| YTD | -26.4% | +86.7% | -113.1% | -34.9% |
| 1Y | -13.0% | +74.7% | -87.7% | -22.3% |
| 3Y | -11.2% | +102.6% | -113.8% | -24.0% |
| 5Y | -14.3% | +566.6% | -580.9% | -44.7% |
| All | +22.2% | +697.0% | -674.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling