-9.1%
CTSH vs USB
+31.9%
-41.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +13.4% | +5.8% | +7.6% | +11.0% |
| 3M | +14.4% | -6.0% | +20.4% | +16.5% |
| 6M | +27.7% | +7.8% | +20.0% | +21.7% |
| YTD | -20.6% | +14.6% | -35.2% | -26.3% |
| 1Y | -9.1% | +31.8% | -40.9% | -25.0% |
| All | -9.1% | +31.9% | -41.1% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling