+38.7%
CTSH vs TPR
+386.9%
-348.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | +12.1% | -10.2% | -1.5% |
| 30D | +9.8% | +16.7% | -6.9% | +4.7% |
| 3M | +12.1% | -17.4% | +29.5% | +17.3% |
| 6M | +27.4% | +2.3% | +25.1% | +24.7% |
| YTD | -20.3% | +7.1% | -27.4% | -23.9% |
| 1Y | -8.8% | +29.5% | -38.3% | -17.9% |
| 3Y | +4.0% | +415.0% | -411.0% | -41.6% |
| 5Y | -12.2% | +261.5% | -273.7% | -47.0% |
| 10Y | +38.7% | +383.3% | -344.6% | -36.7% |
| All | +38.7% | +386.9% | -348.2% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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