-14.8%
CTSH vs BB
-27.1%
+12.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.1% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | +4.5% | -12.4% | +16.9% | +6.0% |
| 3M | +13.7% | -15.3% | +29.0% | +14.4% |
| 6M | -8.4% | +128.8% | -137.2% | -21.4% |
| YTD | -26.5% | +107.7% | -134.2% | -36.0% |
| 1Y | -13.9% | +103.9% | -117.8% | -25.4% |
| 3Y | -11.3% | +72.6% | -83.9% | -24.5% |
| 5Y | -14.8% | -24.3% | +9.4% | -19.0% |
| All | -14.8% | -27.1% | +12.2% | -19.0% |
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