+7.4%
CTSH vs PENG
+762.7%
-755.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -4.3% |
| 7D | -2.7% | +4.5% | -7.2% | -3.2% |
| 30D | +12.4% | -7.1% | +19.5% | +12.9% |
| 3M | +17.4% | -27.3% | +44.6% | +18.2% |
| 6M | -3.1% | +169.6% | -172.7% | -21.2% |
| YTD | -23.6% | +164.6% | -188.2% | -37.9% |
| 1Y | -10.8% | +109.5% | -120.3% | -25.4% |
| 3Y | -8.3% | +98.9% | -107.2% | -28.0% |
| 5Y | -11.3% | +116.3% | -127.6% | -33.6% |
| All | +7.4% | +762.7% | -755.3% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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