+47.5%
CTSH vs USFR
+27.5%
+20.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +12.4% | +0.3% | +12.1% | +12.2% |
| 3M | +17.4% | +1.0% | +16.4% | +16.9% |
| 6M | -3.1% | +1.9% | -5.0% | -3.8% |
| YTD | -23.6% | +2.6% | -26.2% | -24.3% |
| 1Y | -10.8% | +4.0% | -14.8% | -12.2% |
| 3Y | -8.3% | +14.1% | -22.4% | -13.0% |
| 5Y | -11.3% | +20.4% | -31.7% | -17.6% |
| 10Y | +22.6% | +28.0% | -5.4% | +12.6% |
| All | +47.5% | +27.5% | +20.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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