+21.0%
CTSH vs PSX
+377.2%
-356.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -8.2% | +1.8% | -10.0% | -8.7% |
| 30D | +0.4% | +21.6% | -21.2% | -5.3% |
| 3M | +10.6% | +46.5% | -35.9% | -1.4% |
| 6M | -8.8% | +62.0% | -70.8% | -21.5% |
| YTD | -28.6% | +106.3% | -134.9% | -43.0% |
| 1Y | -15.9% | +103.0% | -118.9% | -32.7% |
| 3Y | -13.9% | +135.5% | -149.4% | -35.7% |
| 5Y | -17.1% | +368.5% | -385.6% | -52.0% |
| 10Y | +21.0% | +386.6% | -365.6% | -34.6% |
| All | +21.0% | +377.2% | -356.2% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling