-9.3%
CTSH vs USB
+22.2%
-31.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | +6.4% | -1.5% | +7.9% | +7.0% |
| 30D | +16.3% | +4.3% | +12.0% | +14.3% |
| 3M | +20.0% | -6.1% | +26.1% | +22.7% |
| 6M | +29.9% | +9.4% | +20.5% | +24.5% |
| YTD | -18.4% | +15.2% | -33.5% | -23.5% |
| 1Y | -8.9% | +32.8% | -41.6% | -19.4% |
| 3Y | +6.0% | +91.3% | -85.3% | -20.3% |
| 5Y | -9.3% | +22.7% | -31.9% | -17.1% |
| All | -9.3% | +22.2% | -31.5% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling