-17.1%
CTSH vs BG
+84.9%
-102.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -8.2% | +0.5% | -8.7% | -8.3% |
| 30D | +0.4% | +10.3% | -9.9% | -1.1% |
| 3M | +10.6% | -1.9% | +12.5% | +10.7% |
| 6M | -8.8% | +5.2% | -14.1% | -10.0% |
| YTD | -28.6% | +41.2% | -69.8% | -33.8% |
| 1Y | -15.9% | +50.5% | -66.4% | -23.3% |
| 3Y | -13.9% | +19.9% | -33.8% | -18.3% |
| 5Y | -17.1% | +86.7% | -103.8% | -31.9% |
| All | -17.1% | +84.9% | -102.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling