+4,798.0%
CTSH vs TPR
+7,380.8%
-2,582.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | +12.4% | -23.0% | +35.3% | +22.2% |
| 3M | +17.4% | -12.5% | +29.8% | +21.5% |
| 6M | -3.1% | -21.4% | +18.4% | +3.1% |
| YTD | -23.6% | -3.5% | -20.1% | -24.9% |
| 1Y | -10.8% | +17.4% | -28.2% | -19.0% |
| 3Y | -8.3% | +291.3% | -299.5% | -49.6% |
| 5Y | -11.3% | +241.9% | -253.2% | -51.3% |
| 10Y | +22.6% | +322.7% | -300.1% | -48.4% |
| All | +4,798.0% | +7,380.8% | -2,582.8% | +522.2% |
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