+22.0%
CTSH vs B
+194.1%
-172.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | +12.4% | +9.4% | +2.9% | +11.4% |
| 3M | +17.4% | +5.0% | +12.4% | +16.7% |
| 6M | -3.1% | -3.5% | +0.5% | -3.1% |
| YTD | -23.6% | +4.5% | -28.0% | -24.5% |
| 1Y | -10.8% | +67.8% | -78.6% | -16.7% |
| 3Y | -8.3% | +196.7% | -205.0% | -20.8% |
| 5Y | -11.3% | +151.9% | -163.3% | -23.1% |
| All | +22.0% | +194.1% | -172.1% | +3.5% |
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