+35.8%
CTSH vs PR
+66.0%
-30.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -2.9% |
| 7D | -0.6% | -16.4% | +15.8% | +0.5% |
| 30D | +13.4% | -1.9% | +15.3% | +13.4% |
| 3M | +14.4% | +8.0% | +6.5% | +13.8% |
| 6M | +27.7% | +4.1% | +23.6% | +27.1% |
| YTD | -20.6% | +58.7% | -79.3% | -23.1% |
| 1Y | -9.1% | +75.8% | -85.0% | -12.6% |
| 3Y | +3.1% | +73.2% | -70.1% | -1.3% |
| 5Y | -11.8% | +230.1% | -241.9% | -19.5% |
| All | +35.8% | +66.0% | -30.3% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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