+9,454.6%
CTSH vs BB
+325.9%
+9,128.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | +1.8% | +11.6% | -9.8% | -0.1% |
| 30D | +9.8% | +2.6% | +7.2% | +8.6% |
| 3M | +12.1% | +3.5% | +8.6% | +10.1% |
| 6M | +27.4% | +43.5% | -16.1% | +15.7% |
| YTD | -20.3% | +141.2% | -161.4% | -34.3% |
| 1Y | -8.8% | +97.4% | -106.2% | -22.4% |
| 3Y | +4.0% | +151.1% | -147.1% | -19.7% |
| 5Y | -12.2% | -12.8% | +0.6% | -21.7% |
| 10Y | +38.7% | +27.5% | +11.2% | -5.9% |
| All | +9,454.6% | +325.9% | +9,128.7% | +2,995.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling