-12.0%
CTSH vs TRMB
-31.7%
+19.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +2.8% | -5.0% | -3.4% |
| 30D | +1.4% | -5.9% | +7.2% | +0.7% |
| 3M | +7.5% | -3.3% | +10.8% | +4.7% |
| 6M | +39.6% | +1.3% | +38.2% | +31.4% |
| YTD | -22.3% | -29.0% | +6.7% | -13.1% |
| 1Y | -12.0% | -27.8% | +15.8% | -2.3% |
| All | -12.0% | -31.7% | +19.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling