+3.9%
CTSH vs PCAR
+36.1%
-32.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.8% |
| 7D | -2.3% | +2.9% | -5.2% | -3.2% |
| 30D | +7.4% | -2.1% | +9.6% | +8.1% |
| 3M | +10.9% | -20.4% | +31.3% | +18.3% |
| 6M | +24.7% | -7.0% | +31.6% | +26.1% |
| YTD | -22.0% | -2.6% | -19.3% | -23.3% |
| 1Y | -11.2% | +9.8% | -20.9% | -16.8% |
| 3Y | +3.9% | +37.3% | -33.4% | -16.5% |
| All | +3.9% | +36.1% | -32.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling