-12.1%
CTSH vs BBWI
-67.9%
+55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -2.2% |
| 7D | -0.6% | -6.2% | +5.6% | +0.3% |
| 30D | +13.4% | +19.9% | -6.5% | +10.2% |
| 3M | +14.4% | +7.1% | +7.3% | +12.6% |
| 6M | +27.7% | +13.7% | +14.1% | +23.6% |
| YTD | -20.6% | +9.6% | -30.2% | -23.3% |
| 1Y | -9.1% | -1.6% | -7.5% | -11.3% |
| 3Y | +3.1% | -25.9% | +29.0% | +1.0% |
| All | -12.1% | -67.9% | +55.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling