+967.7%
BX vs CTSH
+274.1%
+693.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +1.0% |
| 7D | -4.4% | -2.7% | -1.7% | -2.9% |
| 30D | +0.1% | +12.4% | -12.3% | -6.5% |
| 3M | +16.0% | +17.4% | -1.4% | +3.2% |
| 6M | +21.6% | -3.1% | +24.7% | +19.8% |
| YTD | -8.9% | -23.6% | +14.7% | +2.6% |
| 1Y | -16.6% | -10.8% | -5.8% | -14.9% |
| 3Y | +43.3% | -8.3% | +51.6% | +43.6% |
| 5Y | +25.7% | -11.3% | +37.0% | +28.3% |
| 10Y | +689.5% | +22.6% | +666.9% | +522.9% |
| All | +967.7% | +274.1% | +693.6% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling