+24.6%
CTSH vs BAX
-36.6%
+61.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | -0.1% | -2.6% |
| 7D | -5.5% | -2.4% | -3.0% | -4.7% |
| 30D | +4.5% | -9.7% | +14.2% | +8.2% |
| 3M | +13.7% | +29.3% | -15.5% | +3.6% |
| 6M | -8.4% | +40.7% | -49.1% | -19.5% |
| YTD | -26.5% | +30.3% | -56.8% | -34.2% |
| 1Y | -13.9% | +3.4% | -17.3% | -17.0% |
| 3Y | -11.3% | -32.0% | +20.7% | -3.8% |
| 5Y | -14.8% | -66.9% | +52.0% | +28.3% |
| All | +24.6% | -36.6% | +61.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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