-15.8%
CTSH vs B
+107.0%
-122.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.6% |
| 7D | -2.1% | -7.3% | +5.2% | -1.5% |
| 30D | +1.4% | -3.3% | +4.7% | +1.5% |
| 3M | +7.5% | -7.8% | +15.2% | +8.0% |
| 6M | +39.6% | -15.5% | +55.1% | +41.4% |
| YTD | -22.3% | -12.3% | -10.1% | -22.3% |
| 1Y | -12.0% | +5.4% | -17.3% | -14.3% |
| 3Y | +1.8% | +165.5% | -163.7% | -19.0% |
| All | -15.8% | +107.0% | -122.8% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling