+34.8%
CTSH vs TPR
+364.3%
-329.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +1.4% | +15.1% | -13.7% | -2.9% |
| 3M | +7.5% | +3.5% | +3.9% | +6.0% |
| 6M | +39.6% | +0.4% | +39.1% | +37.4% |
| YTD | -22.3% | +4.6% | -26.9% | -25.3% |
| 1Y | -12.0% | +33.1% | -45.1% | -21.4% |
| 3Y | +1.8% | +396.0% | -394.2% | -42.2% |
| 5Y | -15.8% | +230.3% | -246.1% | -47.6% |
| All | +34.8% | +364.3% | -329.5% | -37.7% |
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