+22.0%
CTSH vs USB
+107.5%
-85.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.5% |
| 7D | -2.7% | +1.4% | -4.1% | -3.3% |
| 30D | +12.4% | -1.3% | +13.7% | +12.9% |
| 3M | +17.4% | +15.2% | +2.1% | +9.6% |
| 6M | -3.1% | +18.8% | -21.9% | -11.0% |
| YTD | -23.6% | +21.0% | -44.6% | -30.4% |
| 1Y | -10.8% | +34.0% | -44.8% | -22.6% |
| 3Y | -8.3% | +95.3% | -103.6% | -34.8% |
| 5Y | -11.3% | +40.4% | -51.7% | -27.9% |
| All | +22.0% | +107.5% | -85.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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