-8.8%
CTSH vs RF
+19.4%
-28.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | +9.8% | +6.2% | +3.6% | +7.0% |
| 3M | +12.1% | -7.8% | +20.0% | +15.4% |
| 6M | +27.4% | +5.9% | +21.5% | +22.7% |
| YTD | -20.3% | +9.0% | -29.3% | -24.0% |
| 1Y | -8.8% | +19.3% | -28.1% | -19.7% |
| All | -8.8% | +19.4% | -28.2% | -19.7% |
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