+504.4%
CTSH vs BLDR
+414.6%
+89.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.5% | -6.1% | -4.1% |
| 7D | -2.7% | -2.8% | +0.1% | -2.2% |
| 30D | +12.4% | -13.3% | +25.6% | +15.1% |
| 3M | +17.4% | -12.3% | +29.6% | +18.9% |
| 6M | -3.1% | -31.5% | +28.4% | +2.1% |
| YTD | -23.6% | -36.1% | +12.5% | -18.8% |
| 1Y | -10.8% | -54.1% | +43.3% | +0.3% |
| 3Y | -8.3% | -55.8% | +47.5% | +0.4% |
| 5Y | -11.3% | +20.7% | -32.1% | -20.8% |
| 10Y | +22.6% | +390.2% | -367.6% | -20.4% |
| All | +504.4% | +414.6% | +89.7% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling