+642.7%
BX vs CTSH
+21.4%
+621.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | -8.9% | -9.8% | +0.9% | -3.6% |
| 30D | -14.8% | +0.1% | -14.9% | -14.9% |
| 3M | +6.9% | +13.2% | -6.3% | -2.5% |
| 6M | +16.3% | -6.2% | +22.5% | +17.7% |
| YTD | -16.1% | -28.5% | +12.4% | -0.6% |
| 1Y | -26.8% | -13.8% | -13.0% | -23.2% |
| 3Y | +22.4% | -13.7% | +36.1% | +27.9% |
| 5Y | +16.0% | -16.7% | +32.7% | +23.4% |
| All | +642.7% | +21.4% | +621.3% | +556.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling