-7.7%
CTSH vs BEN
+57.6%
-65.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.6% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +12.4% | -0.5% | +12.9% | +12.4% |
| 3M | +17.4% | +9.7% | +7.6% | +13.8% |
| 6M | -3.1% | +33.9% | -37.0% | -12.2% |
| YTD | -23.6% | +49.0% | -72.5% | -33.0% |
| 1Y | -10.8% | +42.1% | -52.9% | -20.8% |
| All | -7.7% | +57.6% | -65.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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