-14.4%
CTSH vs PBR
+552.2%
-566.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | -3.7% | +5.4% | -9.1% | -4.2% |
| 30D | +3.7% | +22.9% | -19.2% | +1.6% |
| 3M | +17.9% | +19.6% | -1.7% | +15.7% |
| 6M | -2.6% | +16.5% | -19.1% | -4.3% |
| YTD | -26.4% | +86.7% | -113.1% | -31.3% |
| 1Y | -13.0% | +74.7% | -87.7% | -18.3% |
| 3Y | -11.2% | +102.6% | -113.8% | -18.5% |
| All | -14.4% | +552.2% | -566.6% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling