+3.1%
CTSH vs REPL
+48.4%
-45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -2.7% |
| 7D | -0.6% | +22.8% | -23.4% | -0.5% |
| 30D | +13.4% | +63.8% | -50.4% | +13.6% |
| 3M | +14.4% | +68.1% | -53.7% | +14.6% |
| 6M | +27.7% | +528.5% | -500.8% | +28.3% |
| YTD | -20.6% | +122.4% | -143.0% | -19.7% |
| 1Y | -9.1% | +154.4% | -163.5% | -8.2% |
| 3Y | +3.1% | +68.0% | -64.9% | +0.2% |
| All | +3.1% | +48.4% | -45.3% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling