-19.2%
CTSH vs BIYA
-99.8%
+80.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -5.5% | +2.7% | -8.2% | -5.5% |
| 30D | +4.5% | -18.7% | +23.2% | +4.7% |
| 3M | +13.7% | -72.0% | +85.8% | +13.6% |
| 6M | -8.4% | -86.4% | +78.0% | -9.0% |
| YTD | -26.5% | -94.2% | +67.7% | -26.7% |
| 1Y | -13.9% | -98.4% | +84.5% | -13.0% |
| All | -19.2% | -99.8% | +80.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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