-20.1%
CTSH vs ADVB
-97.5%
+77.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.7% |
| 7D | -0.6% | -13.9% | +13.3% | -0.6% |
| 30D | +13.4% | -68.1% | +81.5% | +13.6% |
| 3M | +14.4% | -73.4% | +87.8% | +14.6% |
| 6M | +27.7% | -70.8% | +98.5% | +26.7% |
| YTD | -20.6% | -66.1% | +45.5% | -21.3% |
| 1Y | -9.1% | -77.5% | +68.4% | -8.8% |
| All | -20.1% | -97.5% | +77.4% | -11.7% |
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