+129.9%
CTSH vs BAH
+1,056.2%
-926.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -1.2% |
| 7D | -0.6% | -3.5% | +2.9% | +0.6% |
| 30D | +13.4% | +24.3% | -10.8% | +5.4% |
| 3M | +14.4% | +16.3% | -1.9% | +8.8% |
| 6M | +27.7% | +13.6% | +14.1% | +22.2% |
| YTD | -20.6% | +3.5% | -24.1% | -22.3% |
| 1Y | -9.1% | +2.7% | -11.8% | -11.1% |
| 3Y | +3.1% | -26.6% | +29.7% | +6.9% |
| 5Y | -11.8% | +8.5% | -20.3% | -22.0% |
| 10Y | +42.7% | +225.1% | -182.4% | -14.9% |
| All | +129.9% | +1,056.2% | -926.4% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling