+18.7%
CTSH vs BG
+171.4%
-152.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | -9.8% | +3.7% | -13.5% | -10.6% |
| 30D | +0.1% | +12.3% | -12.2% | -3.0% |
| 3M | +13.2% | -2.2% | +15.4% | +13.3% |
| 6M | -6.2% | +5.3% | -11.5% | -8.3% |
| YTD | -28.5% | +42.4% | -70.9% | -36.1% |
| 1Y | -13.8% | +55.2% | -69.0% | -25.2% |
| 3Y | -13.7% | +21.0% | -34.7% | -20.9% |
| 5Y | -16.7% | +87.1% | -103.8% | -35.5% |
| All | +18.7% | +171.4% | -152.7% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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