-10.8%
CTSH vs RF
+16.9%
-27.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | +12.4% | -3.6% | +16.0% | +13.8% |
| 3M | +17.4% | +8.1% | +9.3% | +13.2% |
| 6M | -3.1% | +11.5% | -14.5% | -8.0% |
| YTD | -23.6% | +15.6% | -39.1% | -28.2% |
| 1Y | -10.8% | +15.7% | -26.5% | -20.9% |
| All | -10.8% | +16.9% | -27.7% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling