-11.3%
CTSH vs BAX
-32.5%
+21.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.8% | -0.1% | -3.0% |
| 7D | -5.5% | -2.4% | -3.0% | -5.0% |
| 30D | +4.5% | -9.7% | +14.2% | +6.8% |
| 3M | +13.7% | +29.3% | -15.5% | +7.6% |
| 6M | -8.4% | +40.7% | -49.1% | -15.2% |
| YTD | -26.5% | +30.3% | -56.8% | -30.8% |
| 1Y | -13.9% | +3.4% | -17.3% | -15.6% |
| 3Y | -11.3% | -32.0% | +20.7% | -7.0% |
| All | -11.3% | -32.5% | +21.2% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling