+34,247.0%
CTSH vs BAX
+209.5%
+34,037.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.0% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | +12.4% | -5.5% | +17.8% | +14.5% |
| 3M | +17.4% | +33.5% | -16.2% | +5.4% |
| 6M | -3.1% | +35.9% | -38.9% | -14.2% |
| YTD | -23.6% | +35.4% | -58.9% | -32.7% |
| 1Y | -10.8% | +9.8% | -20.6% | -16.2% |
| 3Y | -8.3% | -32.7% | +24.4% | -1.2% |
| 5Y | -11.3% | -65.6% | +54.2% | +20.9% |
| 10Y | +22.6% | -34.9% | +57.5% | +31.0% |
| All | +34,247.0% | +209.5% | +34,037.5% | +16,614.3% |
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