+34,247.0%
CTSH vs TRV
+1,593.8%
+32,653.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | +12.4% | -3.4% | +15.8% | +14.2% |
| 3M | +17.4% | +26.4% | -9.0% | +4.6% |
| 6M | -3.1% | +19.3% | -22.4% | -11.4% |
| YTD | -23.6% | +28.3% | -51.9% | -32.6% |
| 1Y | -10.8% | +34.3% | -45.1% | -23.1% |
| 3Y | -8.3% | +140.1% | -148.4% | -41.4% |
| 5Y | -11.3% | +155.7% | -167.0% | -45.8% |
| 10Y | +22.6% | +285.5% | -262.9% | -40.8% |
| All | +34,247.0% | +1,593.8% | +32,653.2% | +7,526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling