+0.8%
CTSH vs PCOR
-10.0%
+10.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +19.7% | -16.6% | -2.1% |
| 7D | -0.9% | +21.8% | -22.7% | -6.2% |
| 30D | +13.1% | +39.5% | -26.5% | +3.2% |
| 3M | +17.9% | +35.2% | -17.4% | +8.4% |
| 6M | +28.5% | +21.7% | +6.7% | +20.1% |
| YTD | -19.3% | +3.9% | -23.2% | -22.4% |
| 1Y | -7.6% | +6.9% | -14.6% | -12.0% |
| 3Y | +4.8% | +44.8% | -40.0% | -8.7% |
| 5Y | -9.9% | -21.9% | +12.0% | -18.8% |
| All | +0.8% | -10.0% | +10.8% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling