-15.9%
CTSH vs PEG
-5.7%
-10.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -3.5% |
| 7D | -8.2% | -0.1% | -8.1% | -8.2% |
| 30D | +0.4% | -1.7% | +2.1% | -0.4% |
| 3M | +10.6% | -6.8% | +17.4% | +7.2% |
| 6M | -8.8% | -11.4% | +2.6% | -13.3% |
| YTD | -28.6% | -7.2% | -21.4% | -30.7% |
| 1Y | -15.9% | -6.1% | -9.8% | -18.4% |
| All | -15.9% | -5.7% | -10.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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