-9.1%
CTSH vs B
+25.9%
-35.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.7% |
| 7D | -0.6% | +9.6% | -10.2% | -0.5% |
| 30D | +13.4% | +3.5% | +9.9% | +13.3% |
| 3M | +14.4% | -1.6% | +16.0% | +14.5% |
| 6M | +27.7% | -1.7% | +29.4% | +28.6% |
| YTD | -20.6% | -5.3% | -15.3% | -20.0% |
| 1Y | -9.1% | +27.2% | -36.3% | -6.9% |
| All | -9.1% | +25.9% | -35.0% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling