+22.5%
CTSH vs BAH
+182.5%
-160.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -5.5% | -4.3% | -1.1% | -4.1% |
| 30D | +4.5% | -4.5% | +9.0% | +6.1% |
| 3M | +13.7% | -7.6% | +21.3% | +16.5% |
| 6M | -8.4% | -10.6% | +2.2% | -5.5% |
| YTD | -26.5% | -12.6% | -13.9% | -24.0% |
| 1Y | -13.9% | -27.0% | +13.1% | -6.7% |
| 3Y | -11.3% | -31.5% | +20.2% | -7.5% |
| 5Y | -14.8% | -3.8% | -11.0% | -23.9% |
| 10Y | +22.5% | +183.9% | -161.4% | -18.8% |
| All | +22.5% | +182.5% | -160.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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