-7.6%
CTSH vs BHP
+53.4%
-61.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.5% |
| 7D | -0.9% | -2.5% | +1.7% | -1.3% |
| 30D | +13.1% | -7.7% | +20.8% | +12.0% |
| 3M | +17.9% | -6.4% | +24.2% | +17.2% |
| 6M | +28.5% | +5.2% | +23.3% | +30.4% |
| YTD | -19.3% | +38.3% | -57.6% | -21.3% |
| 1Y | -7.6% | +53.4% | -61.0% | -15.0% |
| All | -7.6% | +53.4% | -61.1% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling