-9.9%
CTSH vs USB
+23.7%
-33.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.9% |
| 30D | +13.1% | +6.6% | +6.5% | +10.2% |
| 3M | +17.9% | -4.1% | +22.0% | +19.6% |
| 6M | +28.5% | +12.5% | +16.0% | +21.8% |
| YTD | -19.3% | +17.6% | -36.9% | -25.0% |
| 1Y | -7.6% | +36.5% | -44.1% | -19.1% |
| 3Y | +4.8% | +95.4% | -90.6% | -21.8% |
| 5Y | -9.9% | +26.1% | -36.0% | -19.0% |
| All | -9.9% | +23.7% | -33.6% | -19.0% |
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 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