-4.5%
CTSH vs PCOR
-30.9%
+26.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -2.5% |
| 7D | -2.7% | -9.0% | +6.3% | -0.3% |
| 30D | +12.4% | +4.2% | +8.2% | +11.2% |
| 3M | +17.4% | +14.4% | +3.0% | +13.0% |
| 6M | -3.1% | +0.2% | -3.2% | -4.3% |
| YTD | -23.6% | -20.3% | -3.3% | -20.9% |
| 1Y | -10.8% | -16.1% | +5.3% | -9.1% |
| 3Y | -8.3% | -14.7% | +6.4% | -9.7% |
| 5Y | -11.3% | -43.2% | +31.8% | -13.9% |
| All | -4.5% | -30.9% | +26.4% | -7.5% |
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 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