-10.8%
CTSH vs PL
+28.1%
-38.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.4% | -13.1% | -3.2% |
| 7D | -0.6% | -6.8% | +6.2% | -0.4% |
| 30D | +13.4% | -29.3% | +42.7% | +15.2% |
| 3M | +14.4% | -44.8% | +59.2% | +17.6% |
| 6M | +27.7% | -68.4% | +96.1% | +34.6% |
| YTD | -20.6% | -36.4% | +15.7% | -21.8% |
| 1Y | -9.1% | +0.7% | -9.9% | -14.3% |
| 3Y | +3.1% | +455.3% | -452.2% | -22.5% |
| 5Y | -11.8% | +22.7% | -34.4% | -30.5% |
| All | -10.8% | +28.1% | -38.9% | -30.9% |
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