+34.8%
CTSH vs BLDR
+479.0%
-444.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -2.1% | -3.0% | +0.8% | -1.6% |
| 30D | +1.4% | +20.1% | -18.7% | -3.1% |
| 3M | +7.5% | -17.5% | +25.0% | +11.1% |
| 6M | +39.6% | -16.1% | +55.7% | +41.6% |
| YTD | -22.3% | -41.0% | +18.7% | -15.5% |
| 1Y | -12.0% | -41.6% | +29.6% | -4.1% |
| 3Y | +1.8% | -50.8% | +52.6% | +9.6% |
| 5Y | -15.8% | -10.8% | -5.1% | -25.0% |
| All | +34.8% | +479.0% | -444.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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