-17.1%
CTSH vs TGT
-25.2%
+8.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.1% |
| 7D | -8.2% | -3.6% | -4.6% | -7.3% |
| 30D | +0.4% | +4.4% | -4.0% | -0.7% |
| 3M | +10.6% | +25.4% | -14.8% | +4.4% |
| 6M | -8.8% | +33.4% | -42.2% | -15.5% |
| YTD | -28.6% | +65.6% | -94.2% | -37.6% |
| 1Y | -15.9% | +80.3% | -96.2% | -28.3% |
| 3Y | -13.9% | +42.1% | -56.0% | -26.1% |
| 5Y | -17.1% | -25.0% | +7.9% | -14.1% |
| All | -17.1% | -25.2% | +8.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 5y: compounded portfolio wealth divided by compounded TGT 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…
5y analysis · Full analysis span regression · 6 months rolling