+37.1%
CTSH vs RF
+241.0%
-203.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.1% | -1.3% | -0.7% | -1.6% |
| 30D | +8.0% | +4.6% | +3.3% | +6.1% |
| 3M | +10.6% | -8.4% | +19.0% | +14.0% |
| 6M | +32.5% | +8.9% | +23.7% | +28.0% |
| YTD | -21.0% | +8.8% | -29.8% | -23.9% |
| 1Y | -9.9% | +18.9% | -28.8% | -16.0% |
| 3Y | +3.1% | +116.0% | -112.9% | -24.0% |
| 5Y | -13.4% | +46.0% | -59.5% | -28.4% |
| 10Y | +37.1% | +231.7% | -194.6% | -15.9% |
| All | +37.1% | +241.0% | -203.9% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling