-9.9%
CTSH vs ADVB
-73.0%
+63.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.0% | -10.8% | -0.7% |
| 7D | -2.1% | +10.5% | -12.5% | -1.9% |
| 30D | +8.0% | -56.0% | +64.0% | +7.1% |
| 3M | +10.6% | -70.1% | +80.7% | +9.4% |
| 6M | +32.5% | -53.7% | +86.2% | +31.4% |
| YTD | -21.0% | -60.3% | +39.3% | -20.3% |
| 1Y | -9.9% | -73.1% | +63.2% | -8.2% |
| All | -9.9% | -73.0% | +63.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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 · 6 months rolling