-10.9%
CTSH vs PCOR
-43.0%
+32.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.5% |
| 7D | -2.7% | -9.0% | +6.3% | -0.2% |
| 30D | +12.4% | +4.2% | +8.2% | +11.1% |
| 3M | +17.4% | +14.4% | +3.0% | +12.9% |
| 6M | -3.1% | +0.2% | -3.2% | -4.4% |
| YTD | -23.6% | -20.3% | -3.3% | -20.8% |
| 1Y | -10.8% | -16.1% | +5.3% | -9.1% |
| 3Y | -8.3% | -14.7% | +6.4% | -9.8% |
| All | -10.9% | -43.0% | +32.1% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling