+6.4%
CTSH vs BAM
+78.0%
-71.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | -2.7% | -2.0% | -0.7% | -2.1% |
| 30D | +12.4% | -2.9% | +15.3% | +13.4% |
| 3M | +17.4% | +9.4% | +8.0% | +13.7% |
| 6M | -3.1% | +10.8% | -13.8% | -6.7% |
| YTD | -23.6% | -0.4% | -23.1% | -23.9% |
| 1Y | -10.8% | -10.9% | 0.0% | -8.3% |
| 3Y | -8.3% | +61.3% | -69.5% | -21.0% |
| All | +6.4% | +78.0% | -71.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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