+499.3%
CTSH vs BIDU
+1,407.1%
-907.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.1% | -7.7% | -4.5% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +12.4% | -10.5% | +22.8% | +14.7% |
| 3M | +17.4% | -26.2% | +43.6% | +24.4% |
| 6M | -3.1% | -16.4% | +13.3% | -1.1% |
| YTD | -23.6% | -23.9% | +0.3% | -20.9% |
| 1Y | -10.8% | +1.3% | -12.1% | -14.7% |
| 3Y | -8.3% | -32.1% | +23.8% | -6.9% |
| 5Y | -11.3% | -39.0% | +27.6% | -14.6% |
| 10Y | +22.6% | -44.0% | +66.7% | +9.5% |
| All | +499.3% | +1,407.1% | -907.8% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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