+248.5%
CTSH vs BND
+76.0%
+172.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.0% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | +9.8% | +1.7% | +8.1% | +10.3% |
| 3M | +12.1% | -0.4% | +12.5% | +11.9% |
| 6M | +27.4% | -1.3% | +28.7% | +26.8% |
| YTD | -20.3% | -0.7% | -19.6% | -20.5% |
| 1Y | -8.8% | -0.3% | -8.5% | -9.0% |
| 3Y | +4.0% | +14.5% | -10.4% | +9.5% |
| 5Y | -12.2% | -1.2% | -11.0% | -17.7% |
| 10Y | +38.7% | +17.7% | +21.0% | +58.3% |
| All | +248.5% | +76.0% | +172.5% | +471.1% |
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