-12.2%
CTSH vs PSX
+280.1%
-292.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +1.8% | -7.8% | +9.6% | +3.6% |
| 30D | +9.8% | -9.9% | +19.7% | +12.1% |
| 3M | +12.1% | +16.9% | -4.8% | +7.8% |
| 6M | +27.4% | +48.0% | -20.6% | +15.8% |
| YTD | -20.3% | +98.3% | -118.6% | -32.9% |
| 1Y | -8.8% | +86.2% | -95.0% | -22.1% |
| 3Y | +4.0% | +144.0% | -139.9% | -18.6% |
| 5Y | -12.2% | +287.7% | -299.9% | -39.0% |
| All | -12.2% | +280.1% | -292.3% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling