+34,247.0%
CTSH vs PH
+5,752.2%
+28,494.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -2.7% | -3.1% | +0.4% | -1.2% |
| 30D | +12.4% | -3.2% | +15.6% | +13.8% |
| 3M | +17.4% | +10.6% | +6.8% | +10.2% |
| 6M | -3.1% | -2.1% | -0.9% | -4.4% |
| YTD | -23.6% | +10.2% | -33.8% | -29.2% |
| 1Y | -10.8% | +28.2% | -39.0% | -23.9% |
| 3Y | -8.3% | +134.9% | -143.2% | -44.8% |
| 5Y | -11.3% | +253.6% | -265.0% | -57.8% |
| 10Y | +22.6% | +804.7% | -782.1% | -67.5% |
| All | +34,247.0% | +5,752.2% | +28,494.8% | +2,595.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling