-7.6%
CTSH vs BNS
+52.0%
-59.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.0% | +0.1% | +3.2% |
| 7D | -0.9% | +2.0% | -2.9% | -0.8% |
| 30D | +13.1% | +7.8% | +5.3% | +13.4% |
| 3M | +17.9% | +11.7% | +6.2% | +18.7% |
| 6M | +28.5% | +28.2% | +0.2% | +26.8% |
| YTD | -19.3% | +34.8% | -54.1% | -19.9% |
| 1Y | -7.6% | +51.1% | -58.7% | -11.0% |
| All | -7.6% | +52.0% | -59.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling