+37.8%
CTSH vs BBWI
-41.3%
+79.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.0% |
| 7D | -2.3% | -6.2% | +3.9% | -1.3% |
| 30D | +7.4% | +25.5% | -18.1% | +3.3% |
| 3M | +10.9% | +8.0% | +3.0% | +8.9% |
| 6M | +24.7% | +12.7% | +12.0% | +20.6% |
| YTD | -22.0% | +11.6% | -33.6% | -25.1% |
| 1Y | -11.2% | -0.9% | -10.3% | -13.7% |
| 3Y | +3.9% | -22.7% | +26.5% | +1.5% |
| 5Y | -13.9% | -67.2% | +53.2% | -5.2% |
| 10Y | +37.8% | -43.7% | +81.5% | +10.2% |
| All | +37.8% | -41.3% | +79.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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