-7.7%
CTSH vs BBWI
-42.5%
+34.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.5% | -3.9% |
| 7D | -2.7% | +1.5% | -4.2% | -2.9% |
| 30D | +12.4% | -5.2% | +17.6% | +12.9% |
| 3M | +17.4% | +11.1% | +6.3% | +15.1% |
| 6M | -3.1% | -13.4% | +10.3% | -2.3% |
| YTD | -23.6% | +0.1% | -23.7% | -24.6% |
| 1Y | -10.8% | -36.1% | +25.3% | -6.3% |
| All | -7.7% | -42.5% | +34.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling