+34,247.0%
CTSH vs RF
+143.1%
+34,103.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.4% |
| 3M | +17.4% | +8.1% | +9.3% | +14.7% |
| 6M | -3.1% | +11.5% | -14.5% | -6.3% |
| YTD | -23.6% | +15.6% | -39.1% | -26.9% |
| 1Y | -10.8% | +15.7% | -26.5% | -14.7% |
| 3Y | -8.3% | +86.9% | -95.2% | -24.5% |
| 5Y | -11.3% | +89.8% | -101.1% | -28.3% |
| 10Y | +22.6% | +344.7% | -322.1% | -25.7% |
| All | +34,247.0% | +143.1% | +34,103.9% | +18,425.4% |
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 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