-1.9%
CTSH vs USAR
-19.4%
+17.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +1.4% | -20.9% | +22.3% | +0.8% |
| 3M | +7.5% | -56.2% | +63.6% | +5.1% |
| 6M | +39.6% | -67.9% | +107.5% | +36.4% |
| YTD | -22.3% | -31.4% | +9.1% | -23.0% |
| 1Y | -12.0% | -45.1% | +33.1% | -12.9% |
| 3Y | +1.8% | -20.3% | +22.1% | +2.7% |
| All | -1.9% | -19.4% | +17.5% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling