+18.7%
CTSH vs BLDR
+372.1%
-353.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.1% |
| 7D | -9.8% | -8.1% | -1.7% | -8.2% |
| 30D | +0.1% | -21.5% | +21.6% | +5.3% |
| 3M | +13.2% | -21.0% | +34.2% | +17.5% |
| 6M | -6.2% | -37.1% | +30.9% | +1.8% |
| YTD | -28.5% | -42.7% | +14.2% | -21.1% |
| 1Y | -13.8% | -58.0% | +44.2% | +1.7% |
| 3Y | -13.7% | -57.8% | +44.1% | -3.2% |
| 5Y | -16.7% | +10.3% | -27.0% | -28.9% |
| All | +18.7% | +372.1% | -353.4% | -33.5% |
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