+0.4%
CTSH vs S
-48.9%
+49.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.0% | -9.8% | -2.8% |
| 7D | -2.3% | +1.6% | -3.8% | -2.6% |
| 30D | +7.4% | -10.5% | +17.9% | +8.6% |
| 3M | +10.9% | +9.9% | +1.0% | +8.5% |
| 6M | +24.7% | +41.8% | -17.1% | +17.4% |
| YTD | -22.0% | +56.8% | -78.8% | -27.8% |
| 1Y | -11.2% | +39.0% | -50.2% | -16.7% |
| 3Y | +3.9% | +53.8% | -50.0% | -6.0% |
| 5Y | -13.9% | -68.6% | +54.6% | -16.5% |
| All | +0.4% | -48.9% | +49.2% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling