+35.7%
CTSH vs PR
+83.7%
-48.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | -4.2% | +6.7% | -10.9% | -4.6% |
| 30D | +3.9% | -6.1% | +10.1% | +4.3% |
| 3M | +10.2% | +6.9% | +3.3% | +9.6% |
| 6M | +35.3% | +14.6% | +20.7% | +33.9% |
| YTD | -21.8% | +66.1% | -87.9% | -24.5% |
| 1Y | -12.1% | +77.0% | -89.2% | -15.5% |
| 3Y | +2.0% | +93.8% | -91.8% | -3.0% |
| 5Y | -15.3% | +268.2% | -283.5% | -23.1% |
| All | +35.7% | +83.7% | -48.0% | +27.6% |
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