+21.0%
CTSH vs BBWI
-58.2%
+79.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.3% | +3.4% | -1.8% |
| 7D | -8.2% | -4.4% | -3.8% | -7.5% |
| 30D | +0.4% | -7.4% | +7.8% | +1.4% |
| 3M | +10.6% | -2.2% | +12.8% | +10.2% |
| 6M | -8.8% | -16.3% | +7.5% | -7.5% |
| YTD | -28.6% | -9.1% | -19.5% | -28.8% |
| 1Y | -15.9% | -34.5% | +18.6% | -12.2% |
| 3Y | -13.9% | -47.0% | +33.1% | -10.1% |
| 5Y | -17.1% | -68.8% | +51.7% | -7.9% |
| 10Y | +21.0% | -57.4% | +78.4% | -1.8% |
| All | +21.0% | -58.2% | +79.3% | -1.8% |
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