-7.6%
CTSH vs BLK
+17.9%
-25.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.4% | -2.4% | +1.4% |
| 7D | -0.9% | +5.7% | -6.6% | -2.6% |
| 30D | +13.1% | +14.8% | -1.7% | +8.1% |
| 3M | +17.9% | +8.8% | +9.1% | +14.7% |
| 6M | +28.5% | +17.6% | +10.9% | +21.1% |
| YTD | -19.3% | +16.3% | -35.6% | -22.3% |
| 1Y | -7.6% | +18.0% | -25.6% | -12.0% |
| All | -7.6% | +17.9% | -25.5% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling