-10.8%
CTSH vs PSX
+101.0%
-111.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | -2.7% | +4.5% | -7.2% | -3.2% |
| 30D | +12.4% | +26.6% | -14.2% | +8.8% |
| 3M | +17.4% | +39.3% | -21.9% | +11.8% |
| 6M | -3.1% | +56.8% | -59.9% | -9.4% |
| YTD | -23.6% | +101.8% | -125.4% | -31.2% |
| 1Y | -10.8% | +99.6% | -110.4% | -20.6% |
| All | -10.8% | +101.0% | -111.9% | -20.6% |
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