+3,683.5%
CTSH vs BG
+1,131.5%
+2,552.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.2% |
| 7D | -2.7% | +2.8% | -5.5% | -3.6% |
| 30D | +12.4% | +12.0% | +0.3% | +8.2% |
| 3M | +17.4% | -7.7% | +25.1% | +19.4% |
| 6M | -3.1% | +4.5% | -7.6% | -5.6% |
| YTD | -23.6% | +35.7% | -59.3% | -31.9% |
| 1Y | -10.8% | +50.1% | -60.9% | -23.6% |
| 3Y | -8.3% | +12.6% | -20.9% | -15.6% |
| 5Y | -11.3% | +75.4% | -86.7% | -31.5% |
| 10Y | +22.6% | +150.5% | -127.9% | -21.8% |
| All | +3,683.5% | +1,131.5% | +2,552.1% | +1,566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling