-9.9%
CTSH vs PSX
+90.8%
-100.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.2% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +8.0% | -8.1% | +16.1% | +8.9% |
| 3M | +10.6% | +15.9% | -5.3% | +8.9% |
| 6M | +32.5% | +49.4% | -16.9% | +26.4% |
| YTD | -21.0% | +104.7% | -125.6% | -26.1% |
| 1Y | -9.9% | +89.1% | -99.0% | -14.3% |
| All | -9.9% | +90.8% | -100.7% | -14.3% |
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