+38.7%
CTSH vs PR
+65.1%
-26.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +1.8% | -9.5% | +11.3% | +2.4% |
| 30D | +9.8% | -5.7% | +15.5% | +10.1% |
| 3M | +12.1% | +3.0% | +9.1% | +11.8% |
| 6M | +27.4% | +11.8% | +15.6% | +26.3% |
| YTD | -20.3% | +58.5% | -78.7% | -22.8% |
| 1Y | -8.8% | +69.9% | -78.7% | -12.1% |
| 3Y | +4.0% | +84.9% | -80.9% | -0.8% |
| 5Y | -12.2% | +246.4% | -258.6% | -20.0% |
| 10Y | +38.7% | +70.3% | -31.6% | +30.7% |
| All | +38.7% | +65.1% | -26.3% | +30.7% |
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