+34,958.1%
CTSH vs BAX
+216.4%
+34,741.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.6% |
| 7D | -2.3% | +9.0% | -11.3% | -5.4% |
| 30D | +7.4% | +8.5% | -1.0% | +4.2% |
| 3M | +10.9% | -4.1% | +15.0% | +12.2% |
| 6M | +24.7% | +46.9% | -22.3% | +7.8% |
| YTD | -22.0% | +38.4% | -60.4% | -32.1% |
| 1Y | -11.2% | +47.0% | -58.2% | -24.4% |
| 3Y | +3.9% | -14.9% | +18.8% | +2.9% |
| 5Y | -13.9% | -62.5% | +48.6% | +13.5% |
| 10Y | +37.8% | -33.9% | +71.7% | +46.3% |
| All | +34,958.1% | +216.4% | +34,741.7% | +16,779.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling