-14.8%
CTSH vs PSKY
-70.7%
+55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | +13.7% | +4.4% | +9.3% | +13.1% |
| 6M | -8.4% | -9.0% | +0.6% | -7.7% |
| YTD | -26.5% | -18.6% | -7.9% | -25.3% |
| 1Y | -13.9% | -27.7% | +13.8% | -12.0% |
| 3Y | -11.3% | -16.9% | +5.5% | -14.2% |
| 5Y | -14.8% | -70.3% | +55.4% | -3.9% |
| All | -14.8% | -70.7% | +55.8% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling