+36,159.8%
CTSH vs USB
+636.8%
+35,523.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.1% |
| 3M | +17.9% | -4.1% | +22.0% | +19.7% |
| 6M | +28.5% | +12.5% | +16.0% | +21.7% |
| YTD | -19.3% | +17.6% | -36.9% | -25.2% |
| 1Y | -7.6% | +36.5% | -44.1% | -19.4% |
| 3Y | +4.8% | +95.4% | -90.6% | -22.7% |
| 5Y | -9.9% | +26.1% | -36.0% | -22.5% |
| 10Y | +45.0% | +101.3% | -56.2% | -2.1% |
| All | +36,159.8% | +636.8% | +35,523.0% | +9,484.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling