-14.4%
CTSH vs BLK
+32.0%
-46.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | -3.7% | -3.3% | -0.4% | -2.1% |
| 30D | +3.7% | -6.5% | +10.2% | +7.2% |
| 3M | +17.9% | +6.7% | +11.2% | +14.0% |
| 6M | -2.6% | +14.7% | -17.4% | -9.8% |
| YTD | -26.4% | +2.5% | -28.9% | -28.1% |
| 1Y | -13.0% | -2.8% | -10.3% | -13.0% |
| 3Y | -11.2% | +65.9% | -77.1% | -34.2% |
| All | -14.4% | +32.0% | -46.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling