-7.3%
CTSH vs PH
+134.7%
-142.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | -2.7% | -3.1% | +0.4% | -2.1% |
| 30D | +12.4% | -3.2% | +15.6% | +12.9% |
| 3M | +17.4% | +10.6% | +6.8% | +13.4% |
| 6M | -3.1% | -2.1% | -0.9% | -3.2% |
| YTD | -23.6% | +10.2% | -33.8% | -26.8% |
| 1Y | -10.8% | +28.2% | -39.0% | -19.1% |
| All | -7.3% | +134.7% | -142.1% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling