+30.8%
BX vs CTSH
-11.4%
+42.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.1% |
| 7D | -2.0% | -5.5% | +3.5% | +0.5% |
| 30D | -2.3% | +4.5% | -6.8% | -4.2% |
| 3M | +18.5% | +13.7% | +4.8% | +11.3% |
| 6M | +23.7% | -8.4% | +32.1% | +32.2% |
| YTD | -10.4% | -26.5% | +16.1% | +9.8% |
| 1Y | -19.6% | -13.9% | -5.6% | -12.4% |
| 3Y | +30.8% | -11.3% | +42.1% | +35.3% |
| All | +30.8% | -11.4% | +42.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling