+22.5%
CTSH vs BP
+126.3%
-103.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.3% | -4.6% |
| 7D | -5.5% | +0.9% | -6.4% | -5.8% |
| 30D | +4.5% | +9.1% | -4.6% | +1.7% |
| 3M | +13.7% | +3.9% | +9.8% | +12.0% |
| 6M | -8.4% | +13.6% | -22.0% | -12.6% |
| YTD | -26.5% | +34.0% | -60.5% | -33.7% |
| 1Y | -13.9% | +39.2% | -53.1% | -23.4% |
| 3Y | -11.3% | +36.4% | -47.8% | -22.0% |
| 5Y | -14.8% | +135.8% | -150.6% | -39.7% |
| 10Y | +22.5% | +125.0% | -102.5% | -15.0% |
| All | +22.5% | +126.3% | -103.7% | -15.0% |
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