+234.1%
CTSH vs BND
+76.8%
+157.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | +12.4% | -0.4% | +12.7% | +12.2% |
| 3M | +17.4% | -0.6% | +18.0% | +17.1% |
| 6M | -3.1% | -1.4% | -1.6% | -3.6% |
| YTD | -23.6% | -0.2% | -23.3% | -23.6% |
| 1Y | -10.8% | +1.3% | -12.1% | -10.4% |
| 3Y | -8.3% | +13.2% | -21.5% | -4.0% |
| 5Y | -11.3% | -1.6% | -9.8% | -17.3% |
| 10Y | +22.6% | +15.5% | +7.1% | +35.9% |
| All | +234.1% | +76.8% | +157.3% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 all: compounded portfolio wealth divided by compounded BND 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…
all analysis · Full analysis span regression · 6 months rolling