-9.1%
CTSH vs RF
+21.0%
-30.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +10.6% |
| 3M | +14.4% | -8.9% | +23.3% | +18.3% |
| 6M | +27.7% | +2.3% | +25.4% | +24.9% |
| YTD | -20.6% | +7.6% | -28.2% | -23.8% |
| 1Y | -9.1% | +21.2% | -30.3% | -20.7% |
| All | -9.1% | +21.0% | -30.1% | -20.7% |
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