-10.8%
CTSH vs USAR
+27.9%
-38.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.6% |
| 7D | -2.7% | -2.1% | -0.6% | -2.8% |
| 30D | +12.4% | +2.6% | +9.7% | +12.6% |
| 3M | +17.4% | -35.0% | +52.4% | +17.2% |
| 6M | -3.1% | -6.9% | +3.8% | -2.7% |
| YTD | -23.6% | +48.0% | -71.6% | -24.1% |
| 1Y | -10.8% | +24.8% | -35.6% | -13.1% |
| All | -10.8% | +27.9% | -38.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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