+22.5%
CTSH vs BN
+259.6%
-237.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.3% | -2.6% |
| 7D | -5.5% | -1.2% | -4.3% | -4.9% |
| 30D | +4.5% | -10.9% | +15.4% | +10.7% |
| 3M | +13.7% | -11.1% | +24.8% | +20.4% |
| 6M | -8.4% | -4.4% | -4.0% | -7.3% |
| YTD | -26.5% | -14.1% | -12.4% | -21.7% |
| 1Y | -13.9% | -11.1% | -2.9% | -10.4% |
| 3Y | -11.3% | +75.6% | -86.9% | -38.1% |
| 5Y | -14.8% | +35.8% | -50.6% | -33.2% |
| 10Y | +22.5% | +261.6% | -239.0% | -48.4% |
| All | +22.5% | +259.6% | -237.0% | -48.4% |
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