+22.2%
CTSH vs BBY
+252.7%
-230.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.0% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +3.7% | +9.4% | -5.7% | +0.7% |
| 3M | +17.9% | +19.3% | -1.4% | +11.3% |
| 6M | -2.6% | +47.9% | -50.6% | -14.3% |
| YTD | -26.4% | +39.6% | -66.0% | -34.2% |
| 1Y | -13.0% | +22.2% | -35.2% | -19.3% |
| 3Y | -11.2% | +45.0% | -56.2% | -24.9% |
| 5Y | -14.3% | +2.6% | -16.9% | -21.7% |
| All | +22.2% | +252.7% | -230.5% | -6.0% |
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