-12.0%
CTSH vs TRV
+43.0%
-55.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +2.0% | -4.2% | -3.1% |
| 30D | +1.4% | +6.7% | -5.3% | -1.4% |
| 3M | +7.5% | +9.4% | -1.9% | +3.5% |
| 6M | +39.6% | +37.7% | +1.8% | +25.1% |
| YTD | -22.3% | +40.6% | -62.9% | -31.2% |
| 1Y | -12.0% | +42.4% | -54.4% | -22.3% |
| All | -12.0% | +43.0% | -55.0% | -22.3% |
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