-12.1%
CTSH vs PL
+10.1%
-22.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.3% |
| 7D | -4.2% | +22.3% | -26.4% | -2.8% |
| 30D | +3.9% | -8.3% | +12.3% | +3.9% |
| 3M | +10.2% | -43.3% | +53.4% | +8.3% |
| 6M | +35.3% | -65.8% | +101.1% | +33.1% |
| YTD | -21.8% | -29.5% | +7.7% | -24.6% |
| 1Y | -12.1% | +11.7% | -23.9% | -16.2% |
| All | -12.1% | +10.1% | -22.2% | -16.2% |
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