-16.8%
CTSH vs BKR
+174.4%
-191.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +1.3% |
| 7D | -9.8% | -6.7% | -3.1% | -8.7% |
| 30D | +0.1% | -8.3% | +8.5% | +1.5% |
| 3M | +13.2% | -5.4% | +18.6% | +14.1% |
| 6M | -6.2% | +0.8% | -7.0% | -7.2% |
| YTD | -28.5% | +31.8% | -60.3% | -33.4% |
| 1Y | -13.8% | +28.6% | -42.3% | -19.5% |
| 3Y | -13.7% | +71.2% | -84.9% | -25.2% |
| All | -16.8% | +174.4% | -191.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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