-7.6%
CTSH vs PL
-0.6%
-7.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.4% | +2.7% |
| 7D | -0.9% | -11.7% | +10.8% | -1.5% |
| 30D | +13.1% | -27.1% | +40.2% | +11.6% |
| 3M | +17.9% | -44.6% | +62.5% | +15.4% |
| 6M | +28.5% | -67.2% | +95.7% | +25.6% |
| YTD | -19.3% | -35.9% | +16.5% | -22.9% |
| 1Y | -7.6% | -0.4% | -7.2% | -13.7% |
| All | -7.6% | -0.6% | -7.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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