+34.8%
CTSH vs BBY
+288.1%
-253.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | +4.5% | -6.6% | -3.6% |
| 30D | +1.4% | +16.8% | -15.4% | -3.6% |
| 3M | +7.5% | +23.2% | -15.8% | +0.3% |
| 6M | +39.6% | +91.9% | -52.4% | +13.0% |
| YTD | -22.3% | +61.6% | -83.9% | -33.9% |
| 1Y | -12.0% | +43.9% | -55.8% | -22.5% |
| 3Y | +1.8% | +88.6% | -86.8% | -21.1% |
| 5Y | -15.8% | -3.1% | -12.7% | -22.0% |
| All | +34.8% | +288.1% | -253.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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