-15.8%
CTSH vs BAH
+6.1%
-21.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | +1.7% | -3.8% | -2.6% |
| 30D | +1.4% | +20.8% | -19.4% | -3.9% |
| 3M | +7.5% | +11.6% | -4.1% | +4.1% |
| 6M | +39.6% | +23.1% | +16.5% | +31.6% |
| YTD | -22.3% | +5.3% | -27.6% | -24.5% |
| 1Y | -12.0% | +6.1% | -18.1% | -14.7% |
| 3Y | +1.8% | -27.5% | +29.3% | +1.6% |
| All | -15.8% | +6.1% | -21.9% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling