+15.5%
CTSH vs BOXX
+18.5%
-3.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.9% |
| 30D | +3.7% | +0.3% | +3.4% | +2.3% |
| 3M | +17.9% | +1.0% | +16.9% | +12.9% |
| 6M | -2.6% | +1.9% | -4.6% | -9.3% |
| YTD | -26.4% | +2.7% | -29.1% | -33.0% |
| 1Y | -13.0% | +4.0% | -17.1% | -23.8% |
| 3Y | -11.2% | +14.7% | -25.9% | -40.9% |
| All | +15.5% | +18.5% | -3.0% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling