-8.8%
CTSH vs PCAR
+9.2%
-18.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.8% | +3.5% | -1.6% | +1.3% |
| 30D | +9.8% | -2.3% | +12.1% | +10.1% |
| 3M | +12.1% | -19.3% | +31.5% | +13.7% |
| 6M | +27.4% | -7.1% | +34.5% | +27.3% |
| YTD | -20.3% | -2.8% | -17.5% | -24.7% |
| 1Y | -8.8% | +9.3% | -18.1% | -20.6% |
| All | -8.8% | +9.2% | -18.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling