-7.6%
CTSH vs PCOR
+4.0%
-11.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +19.7% | -16.6% | -4.8% |
| 7D | -0.9% | +21.8% | -22.7% | -9.2% |
| 30D | +13.1% | +39.5% | -26.5% | -2.3% |
| 3M | +17.9% | +35.2% | -17.4% | +3.0% |
| 6M | +28.5% | +21.7% | +6.7% | +13.3% |
| YTD | -19.3% | +3.9% | -23.2% | -29.7% |
| 1Y | -7.6% | +6.9% | -14.6% | -19.5% |
| All | -7.6% | +4.0% | -11.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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