+38.7%
CTSH vs BP
+124.7%
-86.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | -6.3% | +8.2% | +3.7% |
| 30D | +9.8% | -3.6% | +13.4% | +10.7% |
| 3M | +12.1% | +5.2% | +6.9% | +10.0% |
| 6M | +27.4% | +5.3% | +22.1% | +24.6% |
| YTD | -20.3% | +33.1% | -53.4% | -28.1% |
| 1Y | -8.8% | +26.3% | -35.1% | -16.5% |
| 3Y | +4.0% | +47.5% | -43.5% | -10.8% |
| 5Y | -12.2% | +106.2% | -118.4% | -34.8% |
| 10Y | +38.7% | +127.0% | -88.2% | +2.5% |
| All | +38.7% | +124.7% | -86.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling