-12.1%
CTSH vs REPL
-35.6%
+23.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.0% | -10.7% | -2.8% |
| 7D | -0.6% | +22.8% | -23.4% | -0.7% |
| 30D | +13.4% | +63.8% | -50.4% | +13.0% |
| 3M | +14.4% | +68.1% | -53.7% | +14.0% |
| 6M | +27.7% | +528.5% | -500.8% | +24.8% |
| YTD | -20.6% | +122.4% | -143.0% | -21.6% |
| 1Y | -9.1% | +154.4% | -163.5% | -10.5% |
| 3Y | +3.1% | +68.0% | -64.9% | -5.0% |
| All | -12.1% | -35.6% | +23.6% | -12.8% |
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