-12.1%
CTSH vs BB
-20.8%
+8.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.2% | -3.2% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | +13.4% | -0.3% | +13.7% | +12.9% |
| 3M | +14.4% | -0.5% | +14.9% | +13.5% |
| 6M | +27.7% | +45.9% | -18.2% | +17.5% |
| YTD | -20.6% | +130.6% | -151.2% | -32.2% |
| 1Y | -9.1% | +89.2% | -98.3% | -20.3% |
| 3Y | +3.1% | +137.5% | -134.4% | -16.9% |
| All | -12.1% | -20.8% | +8.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling