+24.3%
BX vs CTSH
-14.2%
+38.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.6% |
| 7D | -2.0% | -5.5% | +3.5% | +1.2% |
| 30D | -2.3% | +4.5% | -6.8% | -4.9% |
| 3M | +18.5% | +13.7% | +4.8% | +7.8% |
| 6M | +23.7% | -8.4% | +32.1% | +29.9% |
| YTD | -10.4% | -26.5% | +16.1% | +9.4% |
| 1Y | -19.6% | -13.9% | -5.6% | -13.7% |
| 3Y | +30.8% | -11.3% | +42.1% | +34.9% |
| 5Y | +24.3% | -14.8% | +39.2% | +31.4% |
| All | +24.3% | -14.2% | +38.5% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling