+262.6%
CTSH vs BIL
+30.4%
+232.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.1% |
| 30D | +12.4% | +0.3% | +12.0% | +14.8% |
| 3M | +17.4% | +0.9% | +16.4% | +24.8% |
| 6M | -3.1% | +1.8% | -4.9% | +9.3% |
| YTD | -23.6% | +2.4% | -26.0% | -10.4% |
| 1Y | -10.8% | +3.7% | -14.6% | +13.6% |
| 3Y | -8.3% | +14.2% | -22.5% | +122.0% |
| 5Y | -11.3% | +19.4% | -30.7% | +194.9% |
| 10Y | +22.6% | +25.2% | -2.6% | +482.6% |
| All | +262.6% | +30.4% | +232.3% | +1,613.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling