-3.5%
CTSH vs USAR
+74.0%
-77.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.5% |
| 3M | +17.4% | -35.0% | +52.4% | +16.8% |
| 6M | -3.1% | -6.9% | +3.8% | -2.6% |
| YTD | -23.6% | +48.0% | -71.6% | -22.6% |
| 1Y | -10.8% | +24.8% | -35.6% | -9.4% |
| 3Y | -8.3% | +73.2% | -81.5% | -4.4% |
| All | -3.5% | +74.0% | -77.5% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling