-11.3%
CTSH vs PSKY
-17.4%
+6.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.3% | -3.8% |
| 7D | -5.5% | +2.4% | -7.8% | -5.7% |
| 30D | +4.5% | +17.5% | -13.0% | +3.0% |
| 3M | +13.7% | +4.4% | +9.3% | +13.2% |
| 6M | -8.4% | -9.0% | +0.6% | -7.8% |
| YTD | -26.5% | -18.6% | -7.9% | -25.7% |
| 1Y | -13.9% | -27.7% | +13.8% | -12.8% |
| All | -11.3% | -17.4% | +6.1% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling