+21.0%
CTSH vs BB
+2.1%
+18.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.7% |
| 7D | -8.2% | +1.8% | -10.0% | -8.4% |
| 30D | +0.4% | -12.2% | +12.6% | +1.7% |
| 3M | +10.6% | -12.3% | +22.9% | +10.8% |
| 6M | -8.8% | +122.7% | -131.5% | -19.0% |
| YTD | -28.6% | +104.5% | -133.1% | -35.9% |
| 1Y | -15.9% | +106.7% | -122.6% | -24.9% |
| 3Y | -13.9% | +70.0% | -83.8% | -24.2% |
| 5Y | -17.1% | -27.8% | +10.7% | -22.0% |
| 10Y | +21.0% | +2.4% | +18.6% | -13.4% |
| All | +21.0% | +2.1% | +18.9% | -13.4% |
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