+37.8%
CTSH vs BN
+289.4%
-251.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.6% | -3.6% |
| 7D | -2.3% | +3.6% | -5.9% | -4.1% |
| 30D | +7.4% | +15.9% | -8.4% | -0.4% |
| 3M | +10.9% | -2.3% | +13.3% | +11.7% |
| 6M | +24.7% | -8.4% | +33.1% | +29.0% |
| YTD | -22.0% | -5.9% | -16.1% | -21.0% |
| 1Y | -11.2% | -5.6% | -5.6% | -10.3% |
| 3Y | +3.9% | +104.2% | -100.4% | -32.6% |
| 5Y | -13.9% | +35.5% | -49.4% | -31.8% |
| 10Y | +37.8% | +285.2% | -247.4% | -40.4% |
| All | +37.8% | +289.4% | -251.6% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling