-14.8%
CTSH vs PSX
+349.1%
-364.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | +13.7% | +42.0% | -28.3% | +4.8% |
| 6M | -8.4% | +58.1% | -66.5% | -18.0% |
| YTD | -26.5% | +105.0% | -131.5% | -38.3% |
| 1Y | -13.9% | +104.9% | -118.8% | -27.9% |
| 3Y | -11.3% | +134.1% | -145.4% | -29.6% |
| 5Y | -14.8% | +363.8% | -378.7% | -42.7% |
| All | -14.8% | +349.1% | -364.0% | -42.7% |
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