+3.1%
CTSH vs S
+34.5%
-31.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.0% |
| 7D | -0.6% | -13.4% | +12.8% | +1.8% |
| 30D | +13.4% | -14.0% | +27.4% | +15.9% |
| 3M | +14.4% | +4.9% | +9.6% | +11.9% |
| 6M | +27.7% | +42.0% | -14.3% | +17.5% |
| YTD | -20.6% | +45.1% | -65.7% | -27.7% |
| 1Y | -9.1% | +33.1% | -42.2% | -16.5% |
| 3Y | +3.1% | +40.6% | -37.6% | -5.6% |
| All | +3.1% | +34.5% | -31.4% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling