+25.8%
CTSH vs PR
+160.5%
-134.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.5% | +9.6% | +3.4% |
| 7D | -0.9% | -12.1% | +11.2% | -0.2% |
| 30D | +13.1% | +0.9% | +12.2% | +12.9% |
| 3M | +17.9% | +10.1% | +7.7% | +17.1% |
| 6M | +28.5% | +1.1% | +27.4% | +28.1% |
| YTD | -19.3% | +63.7% | -83.0% | -21.9% |
| 1Y | -7.6% | +87.0% | -94.6% | -11.3% |
| 3Y | +4.8% | +70.7% | -66.0% | +0.6% |
| 5Y | -9.9% | +246.8% | -256.7% | -17.6% |
| 10Y | +45.0% | +72.6% | -27.6% | +37.8% |
| All | +25.8% | +160.5% | -134.7% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling