+276.7%
CTSH vs BIL
+30.4%
+246.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.5% |
| 7D | -0.6% | -0.3% | -0.3% | -2.3% |
| 30D | +13.4% | 0.0% | +13.4% | +13.4% |
| 3M | +14.4% | +0.3% | +14.1% | +16.9% |
| 6M | +27.7% | +1.2% | +26.5% | +38.6% |
| YTD | -20.6% | +2.5% | -23.1% | -6.8% |
| 1Y | -9.1% | +3.0% | -12.2% | +10.8% |
| 3Y | +3.1% | +13.2% | -10.1% | +134.9% |
| 5Y | -11.8% | +19.4% | -31.2% | +194.1% |
| 10Y | +42.7% | +25.2% | +17.5% | +577.7% |
| All | +276.7% | +30.4% | +246.3% | +1,681.8% |
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