-11.3%
CTSH vs PSX
+138.7%
-150.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.4% | -4.2% |
| 7D | -5.5% | +2.8% | -8.3% | -6.1% |
| 30D | +4.5% | +27.8% | -23.2% | -1.5% |
| 3M | +13.7% | +42.0% | -28.3% | +4.3% |
| 6M | -8.4% | +58.1% | -66.5% | -18.5% |
| YTD | -26.5% | +105.0% | -131.5% | -39.1% |
| 1Y | -13.9% | +104.9% | -118.8% | -28.9% |
| 3Y | -11.3% | +134.1% | -145.4% | -33.0% |
| All | -11.3% | +138.7% | -150.0% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling