-15.3%
CTSH vs REPL
-35.3%
+20.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -4.2% | +9.8% | -14.0% | -4.3% |
| 30D | +3.9% | +81.5% | -77.6% | +3.5% |
| 3M | +10.2% | +44.2% | -34.0% | +9.9% |
| 6M | +35.3% | +437.4% | -402.1% | +32.4% |
| YTD | -21.8% | +126.1% | -147.9% | -22.8% |
| 1Y | -12.1% | +143.1% | -155.3% | -13.4% |
| 3Y | +2.0% | +97.8% | -95.8% | -7.3% |
| 5Y | -15.3% | -34.3% | +19.0% | -16.6% |
| All | -15.3% | -35.3% | +20.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling