-14.4%
CTSH vs TRV
+178.1%
-192.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | +8.0% | +7.5% | +0.5% | +5.0% |
| 3M | +10.6% | +6.7% | +3.9% | +7.9% |
| 6M | +32.5% | +35.5% | -2.9% | +17.7% |
| YTD | -21.0% | +39.3% | -60.2% | -30.7% |
| 1Y | -9.9% | +41.8% | -51.7% | -21.6% |
| 3Y | +3.1% | +147.3% | -144.2% | -29.1% |
| All | -14.4% | +178.1% | -192.4% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling