+38.4%
CTSH vs BIL
+25.6%
+12.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | +0.1% | +1.8% | +1.8% |
| 30D | +9.8% | 0.0% | +9.8% | +9.8% |
| 3M | +12.1% | +0.6% | +11.5% | +11.5% |
| 6M | +27.4% | +1.5% | +25.9% | +26.1% |
| YTD | -20.3% | +2.8% | -23.1% | -21.7% |
| 1Y | -8.8% | +3.3% | -12.1% | -10.7% |
| 3Y | +4.0% | +13.4% | -9.4% | -9.7% |
| 5Y | -12.2% | +19.8% | -32.0% | -27.3% |
| All | +38.4% | +25.6% | +12.7% | +25.2% |
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