+17.2%
CTSH vs TRU
+247.6%
-230.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +1.8% | +4.6% | -2.7% | -0.1% |
| 30D | +9.8% | +25.4% | -15.7% | -0.3% |
| 3M | +12.1% | +4.0% | +8.2% | +10.0% |
| 6M | +27.4% | +14.5% | +12.9% | +20.0% |
| YTD | -20.3% | -3.7% | -16.5% | -20.0% |
| 1Y | -8.8% | +2.8% | -11.6% | -10.9% |
| 3Y | +4.0% | +58.5% | -54.5% | -19.6% |
| 5Y | -12.2% | -25.0% | +12.8% | -9.4% |
| 10Y | +38.7% | +186.0% | -147.3% | -17.2% |
| All | +17.2% | +247.6% | -230.4% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling