-15.9%
CTSH vs PSKY
-30.5%
+14.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -2.3% |
| 7D | -8.2% | -6.8% | -1.4% | -7.5% |
| 30D | +0.4% | +10.2% | -9.9% | -0.5% |
| 3M | +10.6% | +0.3% | +10.3% | +10.6% |
| 6M | -8.8% | -7.8% | -1.1% | -8.1% |
| YTD | -28.6% | -23.0% | -5.6% | -28.6% |
| 1Y | -15.9% | -31.6% | +15.7% | -15.5% |
| All | -15.9% | -30.5% | +14.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 1y: compounded portfolio wealth divided by compounded PSKY 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…
1y analysis · Full analysis span regression · 6 months rolling