-17.3%
CTSH vs REPL
-7.7%
-9.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.8% |
| 7D | -5.5% | -5.7% | +0.3% | -5.3% |
| 30D | +4.5% | +22.5% | -18.0% | +3.9% |
| 3M | +13.7% | +64.7% | -50.9% | +10.6% |
| 6M | -8.4% | +83.0% | -91.4% | -13.6% |
| YTD | -26.5% | +52.0% | -78.5% | -30.3% |
| 1Y | -13.9% | +144.5% | -158.5% | -22.0% |
| 3Y | -11.3% | -25.1% | +13.7% | -22.4% |
| 5Y | -14.8% | -52.9% | +38.0% | -24.4% |
| All | -17.3% | -7.7% | -9.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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