-7.6%
CTSH vs PSX
+97.5%
-105.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.6% |
| 7D | -0.9% | -5.2% | +4.3% | -0.3% |
| 30D | +13.1% | -3.7% | +16.8% | +13.5% |
| 3M | +17.9% | +26.8% | -8.9% | +15.0% |
| 6M | +28.5% | +47.3% | -18.8% | +23.0% |
| YTD | -19.3% | +105.4% | -124.7% | -24.0% |
| 1Y | -7.6% | +96.9% | -104.5% | -12.2% |
| All | -7.6% | +97.5% | -105.1% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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