-14.4%
CTSH vs TRI
+0.5%
-14.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | -7.2% | +5.1% | +1.3% |
| 30D | +8.0% | +4.4% | +3.6% | +5.6% |
| 3M | +10.6% | +4.5% | +6.1% | +7.9% |
| 6M | +32.5% | +23.7% | +8.8% | +19.2% |
| YTD | -21.0% | -14.4% | -6.6% | -18.7% |
| 1Y | -9.9% | -17.4% | +7.5% | -6.1% |
| 3Y | +3.1% | -11.0% | +14.1% | -2.1% |
| All | -14.4% | +0.5% | -14.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 5y: compounded portfolio wealth divided by compounded TRI 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…
5y analysis · Full analysis span regression · 6 months rolling