-10.4%
CTSH vs PL
+45.6%
-56.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.2% |
| 7D | +1.8% | +5.6% | -3.8% | +1.5% |
| 30D | +9.8% | -16.9% | +26.7% | +10.6% |
| 3M | +12.1% | -38.2% | +50.4% | +14.6% |
| 6M | +27.4% | -63.4% | +90.9% | +33.3% |
| YTD | -20.3% | -27.6% | +7.4% | -22.0% |
| 1Y | -8.8% | +6.6% | -15.4% | -14.1% |
| 3Y | +4.0% | +557.6% | -553.6% | -22.5% |
| 5Y | -12.2% | +39.5% | -51.7% | -31.1% |
| All | -10.4% | +45.6% | -56.0% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling