+2.5%
CTSH vs S
+42.2%
-39.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.3% | +5.2% | 0.0% |
| 7D | -4.2% | +4.1% | -8.3% | -5.0% |
| 30D | +3.9% | -7.2% | +11.1% | +4.7% |
| 3M | +10.2% | 0.0% | +10.2% | +8.6% |
| 6M | +35.3% | +41.6% | -6.3% | +24.4% |
| YTD | -21.8% | +48.6% | -70.4% | -29.2% |
| 1Y | -12.1% | +30.0% | -42.2% | -19.1% |
| All | +2.5% | +42.2% | -39.7% | -3.2% |
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 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