+35.7%
CTSH vs BB
+24.8%
+10.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.7% |
| 7D | -4.2% | +9.0% | -13.2% | -5.1% |
| 30D | +3.9% | +7.7% | -3.7% | +2.7% |
| 3M | +10.2% | +4.0% | +6.2% | +8.9% |
| 6M | +35.3% | +46.6% | -11.3% | +26.4% |
| YTD | -21.8% | +140.6% | -162.4% | -31.4% |
| 1Y | -12.1% | +103.1% | -115.3% | -21.6% |
| 3Y | +2.0% | +150.5% | -148.5% | -14.4% |
| 5Y | -15.3% | -15.4% | +0.1% | -22.0% |
| All | +35.7% | +24.8% | +10.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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