-21.8%
CTSH vs ADVB
-96.8%
+75.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -23.6% | +22.9% | -0.7% |
| 7D | -2.1% | +27.8% | -29.9% | -2.1% |
| 30D | +1.4% | -50.8% | +52.2% | +1.6% |
| 3M | +7.5% | -70.5% | +78.0% | +7.7% |
| 6M | +39.6% | -46.7% | +86.3% | +38.2% |
| YTD | -22.3% | -56.7% | +34.4% | -22.9% |
| 1Y | -12.0% | -71.8% | +59.8% | -11.5% |
| All | -21.8% | -96.8% | +75.0% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling