+32,929.6%
CTSH vs BKR
+336.7%
+32,592.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.0% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | +4.5% | +3.9% | +0.7% | +3.4% |
| 3M | +13.7% | -1.1% | +14.8% | +13.7% |
| 6M | -8.4% | +7.6% | -16.0% | -11.1% |
| YTD | -26.5% | +41.9% | -68.4% | -34.1% |
| 1Y | -13.9% | +42.2% | -56.2% | -23.2% |
| 3Y | -11.3% | +84.3% | -95.6% | -27.6% |
| 5Y | -14.8% | +215.7% | -230.5% | -42.2% |
| 10Y | +22.5% | +130.9% | -108.4% | -18.3% |
| All | +32,929.6% | +336.7% | +32,592.8% | +15,215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling