+1.8%
CTSH vs BP
+51.6%
-49.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.1% | +3.8% | -5.9% | -2.7% |
| 30D | +1.4% | -5.3% | +6.7% | +2.2% |
| 3M | +7.5% | +9.3% | -1.8% | +5.6% |
| 6M | +39.6% | +7.2% | +32.3% | +37.2% |
| YTD | -22.3% | +38.0% | -60.3% | -27.5% |
| 1Y | -12.0% | +33.2% | -45.2% | -17.3% |
| 3Y | +1.8% | +50.3% | -48.5% | -9.5% |
| All | +1.8% | +51.6% | -49.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling