-13.7%
CTSH vs BOXX
+14.6%
-28.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -9.8% | 0.0% | -9.8% | -10.0% |
| 30D | +0.1% | +0.3% | -0.2% | -1.2% |
| 3M | +13.2% | +1.0% | +12.2% | +8.4% |
| 6M | -6.2% | +1.9% | -8.1% | -13.0% |
| YTD | -28.5% | +2.6% | -31.1% | -35.1% |
| 1Y | -13.8% | +4.0% | -17.8% | -25.0% |
| All | -13.7% | +14.6% | -28.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling