-13.9%
CTSH vs PL
+37.0%
-50.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.5% | -16.2% | -2.4% |
| 7D | -2.3% | +10.9% | -13.2% | -2.9% |
| 30D | +7.4% | -16.4% | +23.8% | +8.2% |
| 3M | +10.9% | -39.9% | +50.9% | +13.6% |
| 6M | +24.7% | -63.2% | +87.9% | +30.4% |
| YTD | -22.0% | -27.1% | +5.1% | -23.7% |
| 1Y | -11.2% | +12.2% | -23.3% | -16.6% |
| 3Y | +3.9% | +584.3% | -580.4% | -22.9% |
| 5Y | -13.9% | +37.0% | -50.9% | -31.4% |
| All | -13.9% | +37.0% | -50.9% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling