-17.1%
CTSH vs BNS
+93.4%
-110.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -8.2% | -1.3% | -6.9% | -7.6% |
| 30D | +0.4% | +4.0% | -3.6% | -1.5% |
| 3M | +10.6% | +13.8% | -3.2% | +3.4% |
| 6M | -8.8% | +32.7% | -41.5% | -21.4% |
| YTD | -28.6% | +27.6% | -56.2% | -37.3% |
| 1Y | -15.9% | +47.4% | -63.3% | -31.8% |
| 3Y | -13.9% | +129.0% | -142.9% | -46.3% |
| 5Y | -17.1% | +92.7% | -109.8% | -43.3% |
| All | -17.1% | +93.4% | -110.5% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling