-32.5%
CBRS vs CTSH
+36.0%
-68.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.6% | +13.9% | +7.4% |
| 7D | +17.3% | -2.7% | +20.0% | +14.9% |
| 30D | -2.0% | +12.4% | -14.3% | +8.6% |
| 3M | -2.5% | +17.4% | -19.9% | +22.3% |
| All | -32.5% | +36.0% | -68.5% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling