+37.1%
CTSH vs PR
+72.8%
-35.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.6% | -1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +8.0% | -4.6% | +12.6% | +8.2% |
| 3M | +10.6% | +4.7% | +5.9% | +10.2% |
| 6M | +32.5% | +12.4% | +20.1% | +31.3% |
| YTD | -21.0% | +62.9% | -83.8% | -23.6% |
| 1Y | -9.9% | +70.6% | -80.5% | -13.2% |
| 3Y | +3.1% | +90.0% | -86.9% | -1.8% |
| 5Y | -13.4% | +255.5% | -268.9% | -21.3% |
| 10Y | +37.1% | +78.7% | -41.6% | +28.9% |
| All | +37.1% | +72.8% | -35.6% | +28.9% |
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