+35.8%
CTSH vs RF
+279.4%
-243.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +13.4% | +6.0% | +7.4% | +11.0% |
| 3M | +14.4% | -8.9% | +23.3% | +18.2% |
| 6M | +27.7% | +2.3% | +25.4% | +26.3% |
| YTD | -20.6% | +7.6% | -28.2% | -23.1% |
| 1Y | -9.1% | +21.2% | -30.3% | -15.7% |
| 3Y | +3.1% | +108.5% | -105.5% | -22.8% |
| 5Y | -11.8% | +43.2% | -55.0% | -26.3% |
| All | +35.8% | +279.4% | -243.7% | -11.6% |
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