-12.1%
CTSH vs TRMB
-38.3%
+26.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.1% |
| 7D | -0.6% | -16.7% | +16.1% | +6.6% |
| 30D | +13.4% | -9.9% | +23.3% | +17.0% |
| 3M | +14.4% | -7.6% | +22.0% | +16.5% |
| 6M | +27.7% | -14.7% | +42.4% | +34.8% |
| YTD | -20.6% | -30.9% | +10.3% | -7.9% |
| 1Y | -9.1% | -31.3% | +22.2% | +5.4% |
| 3Y | +3.1% | +29.4% | -26.3% | -14.2% |
| All | -12.1% | -38.3% | +26.2% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling