+3.1%
CTSH vs BB
+132.4%
-129.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.0% |
| 7D | -0.6% | +3.8% | -4.4% | -0.8% |
| 30D | +13.4% | -0.3% | +13.7% | +13.1% |
| 3M | +14.4% | -0.5% | +14.9% | +13.9% |
| 6M | +27.7% | +45.9% | -18.2% | +20.3% |
| YTD | -20.6% | +130.6% | -151.2% | -29.1% |
| 1Y | -9.1% | +89.2% | -98.3% | -17.4% |
| 3Y | +3.1% | +137.5% | -134.4% | -11.7% |
| All | +3.1% | +132.4% | -129.4% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling