-13.0%
CTSH vs BLK
-0.2%
-12.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.4% |
| 7D | -3.7% | -3.3% | -0.4% | -2.7% |
| 30D | +3.7% | -6.5% | +10.2% | +5.8% |
| 3M | +17.9% | +6.7% | +11.2% | +15.6% |
| 6M | -2.6% | +14.7% | -17.4% | -7.3% |
| YTD | -26.4% | +2.5% | -28.9% | -26.2% |
| 1Y | -13.0% | -2.8% | -10.3% | -12.9% |
| All | -13.0% | -0.2% | -12.8% | -12.9% |
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