+27.2%
CTSH vs PR
+147.8%
-120.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.0% | +1.4% |
| 7D | +6.4% | -16.5% | +23.0% | +7.5% |
| 30D | +16.3% | -4.5% | +20.8% | +16.5% |
| 3M | +20.0% | +8.5% | +11.4% | +19.3% |
| 6M | +29.9% | -3.3% | +33.3% | +29.9% |
| YTD | -18.4% | +55.7% | -74.1% | -20.7% |
| 1Y | -8.9% | +82.0% | -90.9% | -12.4% |
| 3Y | +6.0% | +62.5% | -56.5% | +2.0% |
| 5Y | -9.3% | +223.9% | -233.2% | -16.7% |
| 10Y | +46.7% | +64.2% | -17.5% | +39.8% |
| All | +27.2% | +147.8% | -120.6% | +26.0% |
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