+4,987.4%
CTSH vs TPR
+8,033.7%
-3,046.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -0.6% | +14.2% | -14.8% | -5.3% |
| 30D | +13.4% | +17.1% | -3.7% | +6.7% |
| 3M | +14.4% | -17.7% | +32.1% | +21.1% |
| 6M | +27.7% | -10.2% | +37.9% | +29.8% |
| YTD | -20.6% | +4.9% | -25.5% | -24.5% |
| 1Y | -9.1% | +36.1% | -45.3% | -21.7% |
| 3Y | +3.1% | +416.5% | -413.4% | -49.0% |
| 5Y | -11.8% | +254.8% | -266.6% | -52.1% |
| 10Y | +42.7% | +391.7% | -349.0% | -43.4% |
| All | +4,987.4% | +8,033.7% | -3,046.3% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling