+35.7%
CTSH vs PSX
+364.5%
-328.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.2% | +6.4% | -10.6% | -6.0% |
| 30D | +3.9% | -10.2% | +14.1% | +6.9% |
| 3M | +10.2% | +17.2% | -7.0% | +4.7% |
| 6M | +35.3% | +51.8% | -16.5% | +18.8% |
| YTD | -21.8% | +108.0% | -129.8% | -38.1% |
| 1Y | -12.1% | +96.1% | -108.3% | -29.3% |
| 3Y | +2.0% | +155.9% | -153.8% | -26.0% |
| 5Y | -15.3% | +306.9% | -322.2% | -48.8% |
| All | +35.7% | +364.5% | -328.8% | -29.6% |
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