-10.9%
CTSH vs PL
+82.7%
-93.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.5% |
| 7D | -2.7% | -9.3% | +6.6% | -2.2% |
| 30D | +12.4% | -18.9% | +31.3% | +13.6% |
| 3M | +17.4% | -58.4% | +75.7% | +22.9% |
| 6M | -3.1% | -30.3% | +27.2% | -3.4% |
| YTD | -23.6% | -8.1% | -15.5% | -25.9% |
| 1Y | -10.8% | +180.5% | -191.3% | -22.6% |
| 3Y | -8.3% | +444.1% | -452.4% | -29.6% |
| All | -10.9% | +82.7% | -93.6% | -31.8% |
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