+36,578.7%
CTSH vs RF
+127.1%
+36,451.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.8% |
| 7D | +6.4% | -1.6% | +8.1% | +6.9% |
| 30D | +16.3% | +5.0% | +11.3% | +14.7% |
| 3M | +20.0% | -10.0% | +30.0% | +23.4% |
| 6M | +29.9% | +3.3% | +26.6% | +28.5% |
| YTD | -18.4% | +7.9% | -26.3% | -20.4% |
| 1Y | -8.9% | +21.2% | -30.1% | -13.9% |
| 3Y | +6.0% | +105.8% | -99.8% | -14.6% |
| 5Y | -9.3% | +43.7% | -53.0% | -20.8% |
| 10Y | +46.7% | +289.4% | -242.7% | -7.8% |
| All | +36,578.7% | +127.1% | +36,451.6% | +20,058.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling