+5,130.5%
CTSH vs TPR
+8,117.6%
-2,987.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | -1.4% |
| 7D | +6.4% | +13.9% | -7.4% | +1.4% |
| 30D | +16.3% | +14.9% | +1.4% | +10.2% |
| 3M | +20.0% | -15.4% | +35.4% | +25.7% |
| 6M | +29.9% | -4.5% | +34.4% | +29.0% |
| YTD | -18.4% | +6.0% | -24.4% | -22.7% |
| 1Y | -8.9% | +24.3% | -33.2% | -19.0% |
| 3Y | +6.0% | +412.8% | -406.8% | -47.4% |
| 5Y | -9.3% | +258.4% | -267.7% | -51.0% |
| 10Y | +46.7% | +396.8% | -350.1% | -42.0% |
| All | +5,130.5% | +8,117.6% | -2,987.1% | +540.0% |
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