+34.8%
CTSH vs TROW
+122.3%
-87.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.1% | +0.5% | -2.6% | -2.4% |
| 30D | +1.4% | +9.3% | -8.0% | -3.4% |
| 3M | +7.5% | -0.9% | +8.4% | +7.6% |
| 6M | +39.6% | +8.3% | +31.2% | +32.5% |
| YTD | -22.3% | +10.6% | -32.9% | -27.3% |
| 1Y | -12.0% | +10.5% | -22.5% | -17.7% |
| 3Y | +1.8% | +36.5% | -34.7% | -16.8% |
| 5Y | -15.8% | -37.1% | +21.2% | +0.8% |
| All | +34.8% | +122.3% | -87.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling