+22.5%
CTSH vs BIL
+25.3%
-2.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | +4.5% | +0.3% | +4.2% | +4.5% |
| 3M | +13.7% | +0.9% | +12.8% | +14.0% |
| 6M | -8.4% | +1.8% | -10.2% | -8.0% |
| YTD | -26.5% | +2.5% | -29.0% | -26.0% |
| 1Y | -13.9% | +3.7% | -17.6% | -12.9% |
| 3Y | -11.3% | +14.1% | -25.4% | -12.3% |
| 5Y | -14.8% | +19.4% | -34.3% | -12.4% |
| 10Y | +22.5% | +25.3% | -2.7% | +66.1% |
| All | +22.5% | +25.3% | -2.7% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 10y: compounded portfolio wealth divided by compounded BIL 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…
10y analysis · Full analysis span regression · 6 months rolling