-7.3%
CTSH vs PR
+73.2%
-80.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.4% |
| 7D | -2.7% | +2.9% | -5.6% | -3.1% |
| 30D | +12.4% | +18.0% | -5.7% | +9.5% |
| 3M | +17.4% | +16.9% | +0.5% | +14.3% |
| 6M | -3.1% | +28.2% | -31.3% | -7.5% |
| YTD | -23.6% | +69.3% | -92.9% | -30.6% |
| 1Y | -10.8% | +69.5% | -80.3% | -19.3% |
| All | -7.3% | +73.2% | -80.5% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling