+35.8%
CTSH vs B
+183.2%
-147.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | -0.6% | +9.6% | -10.2% | -1.4% |
| 30D | +13.4% | +3.5% | +9.9% | +13.0% |
| 3M | +14.4% | -1.6% | +16.0% | +14.4% |
| 6M | +27.7% | -1.7% | +29.4% | +27.3% |
| YTD | -20.6% | -5.3% | -15.3% | -21.0% |
| 1Y | -9.1% | +27.2% | -36.3% | -12.5% |
| 3Y | +3.1% | +166.1% | -163.0% | -10.3% |
| 5Y | -11.8% | +136.5% | -148.3% | -23.2% |
| All | +35.8% | +183.2% | -147.5% | +17.3% |
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