-7.2%
CTSH vs USAR
+74.5%
-81.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | -5.5% | +2.3% | -7.8% | -5.4% |
| 30D | +4.5% | -8.6% | +13.2% | +4.3% |
| 3M | +13.7% | -20.5% | +34.2% | +13.6% |
| 6M | -8.4% | +1.2% | -9.6% | -7.9% |
| YTD | -26.5% | +48.4% | -74.9% | -25.6% |
| 1Y | -13.9% | +30.6% | -44.6% | -12.5% |
| 3Y | -11.3% | +73.6% | -85.0% | -7.7% |
| All | -7.2% | +74.5% | -81.7% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling