+866.0%
BX vs CTSH
+286.9%
+579.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -2.8% | -2.1% | -0.8% | -1.8% |
| 30D | +7.3% | +8.0% | -0.6% | +2.0% |
| 3M | -16.3% | +10.6% | -26.9% | -22.1% |
| 6M | +2.5% | +32.5% | -30.0% | -16.8% |
| YTD | -17.6% | -21.0% | +3.4% | -10.1% |
| 1Y | -12.4% | -9.9% | -2.5% | -11.8% |
| 3Y | +36.2% | +3.1% | +33.0% | +25.7% |
| 5Y | +3.0% | -13.4% | +16.4% | +5.1% |
| 10Y | +680.0% | +37.1% | +642.9% | +477.3% |
| All | +866.0% | +286.9% | +579.1% | +163.2% |
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 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