-14.8%
CTSH vs BEN
+42.4%
-57.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | -5.5% | +4.7% | -10.2% | -7.1% |
| 30D | +4.5% | +2.6% | +1.9% | +3.4% |
| 3M | +13.7% | +11.5% | +2.2% | +8.6% |
| 6M | -8.4% | +35.3% | -43.7% | -19.6% |
| YTD | -26.5% | +48.6% | -75.1% | -37.8% |
| 1Y | -13.9% | +46.7% | -60.6% | -27.0% |
| 3Y | -11.3% | +57.0% | -68.4% | -29.3% |
| 5Y | -14.8% | +41.8% | -56.7% | -31.4% |
| All | -14.8% | +42.4% | -57.2% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling