-13.9%
CTSH vs PCAR
+114.5%
-128.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.1% |
| 7D | -2.3% | +2.9% | -5.2% | -3.4% |
| 30D | +7.4% | -2.1% | +9.6% | +8.3% |
| 3M | +10.9% | -20.4% | +31.3% | +20.4% |
| 6M | +24.7% | -7.0% | +31.6% | +26.7% |
| YTD | -22.0% | -2.6% | -19.3% | -23.1% |
| 1Y | -11.2% | +9.8% | -20.9% | -17.0% |
| 3Y | +3.9% | +37.3% | -33.4% | -15.8% |
| 5Y | -13.9% | +116.4% | -130.4% | -47.7% |
| All | -13.9% | +114.5% | -128.5% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling