-10.8%
CTSH vs S
+10.1%
-21.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | -2.7% | -7.7% | +5.0% | -0.7% |
| 30D | +12.4% | -5.3% | +17.7% | +13.3% |
| 3M | +17.4% | +20.3% | -2.9% | +10.5% |
| 6M | -3.1% | +47.4% | -50.4% | -14.8% |
| YTD | -23.6% | +32.5% | -56.1% | -31.6% |
| 1Y | -10.8% | +9.5% | -20.4% | -19.1% |
| All | -10.8% | +10.1% | -21.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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