-12.1%
CTSH vs PCAR
+101.4%
-113.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +13.4% | -4.6% | +18.0% | +15.5% |
| 3M | +14.4% | -22.6% | +37.0% | +25.6% |
| 6M | +27.7% | -12.0% | +39.7% | +32.6% |
| YTD | -20.6% | -6.1% | -14.5% | -20.7% |
| 1Y | -9.1% | +6.3% | -15.5% | -14.1% |
| 3Y | +3.1% | +31.8% | -28.7% | -15.0% |
| All | -12.1% | +101.4% | -113.4% | -45.5% |
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 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