-13.9%
CTSH vs BG
+19.0%
-32.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | +0.4% | +10.3% | -9.9% | -0.2% |
| 3M | +10.6% | -1.9% | +12.5% | +10.9% |
| 6M | -8.8% | +5.2% | -14.1% | -9.2% |
| YTD | -28.6% | +41.2% | -69.8% | -31.9% |
| 1Y | -15.9% | +50.5% | -66.4% | -20.7% |
| All | -13.9% | +19.0% | -32.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling