+3,694.4%
CTSH vs BNS
+1,492.9%
+2,201.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | -2.7% | +1.5% | -4.2% | -3.6% |
| 30D | +12.4% | +6.0% | +6.4% | +8.0% |
| 3M | +17.4% | +16.3% | +1.0% | +5.8% |
| 6M | -3.1% | +28.8% | -31.8% | -18.4% |
| YTD | -23.6% | +30.0% | -53.5% | -36.2% |
| 1Y | -10.8% | +50.7% | -61.5% | -32.3% |
| 3Y | -8.3% | +125.4% | -133.7% | -47.0% |
| 5Y | -11.3% | +94.2% | -105.6% | -44.1% |
| 10Y | +22.6% | +182.8% | -160.2% | -41.0% |
| All | +3,694.4% | +1,492.9% | +2,201.5% | +634.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling