+14.2%
CTSH vs TRU
+243.6%
-229.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.1% | 0.0% | -2.2% | -2.2% |
| 30D | +1.4% | +21.3% | -19.9% | -6.6% |
| 3M | +7.5% | +0.2% | +7.2% | +7.0% |
| 6M | +39.6% | +22.4% | +17.2% | +27.9% |
| YTD | -22.3% | -4.8% | -17.5% | -21.6% |
| 1Y | -12.0% | -0.2% | -11.8% | -12.9% |
| 3Y | +1.8% | +57.9% | -56.1% | -21.2% |
| 5Y | -15.8% | -26.1% | +10.3% | -12.6% |
| 10Y | +34.8% | +184.8% | -150.0% | -19.3% |
| All | +14.2% | +243.6% | -229.4% | -36.0% |
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