-7.3%
CTSH vs RF
+86.8%
-94.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +12.4% | -3.6% | +16.0% | +13.6% |
| 3M | +17.4% | +8.1% | +9.3% | +14.1% |
| 6M | -3.1% | +11.5% | -14.5% | -7.0% |
| YTD | -23.6% | +15.6% | -39.1% | -27.5% |
| 1Y | -10.8% | +15.7% | -26.5% | -15.7% |
| All | -7.3% | +86.8% | -94.1% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling