-17.1%
CTSH vs TROW
-38.1%
+21.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.2% |
| 7D | -8.2% | -1.5% | -6.7% | -7.5% |
| 30D | +0.4% | -5.3% | +5.7% | +2.9% |
| 3M | +10.6% | +2.9% | +7.6% | +8.4% |
| 6M | -8.8% | +22.2% | -31.0% | -17.7% |
| YTD | -28.6% | +8.1% | -36.7% | -31.8% |
| 1Y | -15.9% | +5.8% | -21.7% | -19.0% |
| 3Y | -13.9% | +14.0% | -27.9% | -21.8% |
| 5Y | -17.1% | -38.3% | +21.2% | -5.2% |
| All | -17.1% | -38.1% | +21.0% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling