-7.6%
CTSH vs TRV
+54.4%
-62.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.4% |
| 7D | -0.9% | +3.9% | -4.7% | -2.7% |
| 30D | +13.1% | +13.5% | -0.4% | +7.3% |
| 3M | +17.9% | +8.9% | +9.0% | +13.4% |
| 6M | +28.5% | +36.8% | -8.3% | +15.3% |
| YTD | -19.3% | +42.7% | -62.0% | -29.1% |
| 1Y | -7.6% | +49.9% | -57.5% | -19.8% |
| All | -7.6% | +54.4% | -62.0% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling