+35.7%
CTSH vs TRU
+182.8%
-147.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.5% |
| 7D | -4.2% | -2.2% | -2.0% | -3.3% |
| 30D | +3.9% | +20.2% | -16.2% | -4.0% |
| 3M | +10.2% | +2.2% | +7.9% | +8.9% |
| 6M | +35.3% | +17.6% | +17.7% | +26.0% |
| YTD | -21.8% | -5.0% | -16.9% | -21.1% |
| 1Y | -12.1% | -1.0% | -11.2% | -12.8% |
| 3Y | +2.0% | +56.5% | -54.5% | -21.1% |
| 5Y | -15.3% | -26.2% | +10.9% | -11.4% |
| All | +35.7% | +182.8% | -147.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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