+4,114.3%
CTSH vs PBR
+1,797.5%
+2,316.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -3.1% |
| 7D | -2.7% | +8.6% | -11.3% | -4.7% |
| 30D | +12.4% | +12.8% | -0.4% | +9.0% |
| 3M | +17.4% | +14.7% | +2.7% | +13.1% |
| 6M | -3.1% | +25.2% | -28.3% | -9.1% |
| YTD | -23.6% | +77.1% | -100.7% | -34.4% |
| 1Y | -10.8% | +69.6% | -80.4% | -22.9% |
| 3Y | -8.3% | +95.6% | -103.9% | -25.1% |
| 5Y | -11.3% | +501.8% | -513.1% | -48.5% |
| 10Y | +22.6% | +640.6% | -618.0% | -43.2% |
| All | +4,114.3% | +1,797.5% | +2,316.8% | +1,175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling