-10.8%
CTSH vs BLK
+3.3%
-14.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.7% |
| 30D | +12.4% | -1.0% | +13.4% | +12.8% |
| 3M | +17.4% | +10.4% | +7.0% | +13.8% |
| 6M | -3.1% | +8.2% | -11.2% | -5.8% |
| YTD | -23.6% | +6.0% | -29.6% | -24.2% |
| 1Y | -10.8% | +3.3% | -14.2% | -12.6% |
| All | -10.8% | +3.3% | -14.1% | -12.6% |
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