-17.1%
CTSH vs BBY
+0.2%
-17.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -8.2% | +1.2% | -9.4% | -8.5% |
| 30D | +0.4% | +6.8% | -6.4% | -1.8% |
| 3M | +10.6% | +18.7% | -8.2% | +4.6% |
| 6M | -8.8% | +37.3% | -46.1% | -17.9% |
| YTD | -28.6% | +35.3% | -63.9% | -35.5% |
| 1Y | -15.9% | +20.7% | -36.6% | -21.7% |
| 3Y | -13.9% | +39.4% | -53.3% | -26.9% |
| 5Y | -17.1% | -1.5% | -15.6% | -26.1% |
| All | -17.1% | +0.2% | -17.3% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling