-10.9%
CTSH vs BIL
+19.4%
-30.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.7% |
| 7D | -2.7% | +0.1% | -2.8% | -2.9% |
| 30D | +12.4% | +0.3% | +12.0% | +11.4% |
| 3M | +17.4% | +0.9% | +16.4% | +14.8% |
| 6M | -3.1% | +1.8% | -4.9% | -7.0% |
| YTD | -23.6% | +2.4% | -26.0% | -27.4% |
| 1Y | -10.8% | +3.7% | -14.6% | -16.8% |
| 3Y | -8.3% | +14.2% | -22.5% | -38.9% |
| All | -10.9% | +19.4% | -30.3% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling