+635.8%
BX vs CTSH
+34.5%
+601.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.7% |
| 30D | +14.2% | +1.4% | +12.9% | +12.8% |
| 3M | -18.7% | +7.5% | -26.2% | -23.1% |
| 6M | +2.5% | +39.6% | -37.1% | -19.5% |
| YTD | -18.8% | -22.3% | +3.5% | -8.8% |
| 1Y | -10.3% | -12.0% | +1.6% | -7.3% |
| 3Y | +35.4% | +1.8% | +33.6% | +26.2% |
| 5Y | +0.3% | -15.8% | +16.1% | +4.6% |
| All | +635.8% | +34.5% | +601.3% | +500.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling