+664.4%
BX vs CTSH
+21.1%
+643.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.1% |
| 7D | -5.7% | -8.2% | +2.5% | -1.1% |
| 30D | -8.9% | +0.4% | -9.3% | -9.2% |
| 3M | +8.4% | +10.6% | -2.2% | +0.3% |
| 6M | +18.9% | -8.8% | +27.7% | +22.4% |
| YTD | -13.6% | -28.6% | +15.0% | +2.5% |
| 1Y | -22.4% | -15.9% | -6.5% | -17.4% |
| 3Y | +26.0% | -13.9% | +39.9% | +31.8% |
| 5Y | +18.8% | -17.1% | +35.9% | +26.7% |
| All | +664.4% | +21.1% | +643.2% | +576.3% |
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