-9.1%
BITO vs CTSH
-18.0%
+8.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -0.4% |
| 7D | +1.5% | -5.5% | +7.0% | +3.8% |
| 30D | +20.0% | +4.5% | +15.5% | +18.1% |
| 3M | +22.8% | +13.7% | +9.0% | +15.8% |
| 6M | +13.1% | -8.4% | +21.5% | +17.5% |
| YTD | -12.5% | -26.5% | +14.0% | +1.0% |
| 1Y | -32.6% | -13.9% | -18.6% | -29.1% |
| 3Y | +151.0% | -11.3% | +162.4% | +153.3% |
| All | -9.1% | -18.0% | +8.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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