+121.3%
CTSH vs BAH
+886.2%
-764.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.6% |
| 30D | +12.4% | +2.0% | +10.4% | +11.6% |
| 3M | +17.4% | -7.6% | +25.0% | +20.3% |
| 6M | -3.1% | -5.7% | +2.6% | -1.6% |
| YTD | -23.6% | -11.7% | -11.8% | -21.1% |
| 1Y | -10.8% | -27.4% | +16.5% | -2.8% |
| 3Y | -8.3% | -32.5% | +24.2% | -2.5% |
| 5Y | -11.3% | -3.3% | -8.0% | -18.8% |
| 10Y | +22.6% | +186.0% | -163.4% | -23.8% |
| All | +121.3% | +886.2% | -764.9% | -10.7% |
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