+35.7%
CTSH vs B
+218.7%
-183.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.1% | -0.8% |
| 7D | -4.2% | -6.2% | +2.0% | -3.7% |
| 30D | +3.9% | -6.6% | +10.6% | +4.4% |
| 3M | +10.2% | -7.9% | +18.0% | +10.7% |
| 6M | +35.3% | -16.8% | +52.1% | +37.0% |
| YTD | -21.8% | -11.7% | -10.1% | -21.7% |
| 1Y | -12.1% | +3.5% | -15.6% | -13.7% |
| 3Y | +2.0% | +165.7% | -163.7% | -11.7% |
| 5Y | -15.3% | +108.4% | -123.7% | -25.7% |
| All | +35.7% | +218.7% | -183.0% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 10y: compounded portfolio wealth divided by compounded B 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…
10y analysis · Full analysis span regression · 6 months rolling