-10.9%
CTSH vs BP
+128.1%
-139.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -2.7% | +3.9% | -6.6% | -3.5% |
| 30D | +12.4% | +7.6% | +4.7% | +10.6% |
| 3M | +17.4% | +0.7% | +16.7% | +16.9% |
| 6M | -3.1% | +15.5% | -18.6% | -6.5% |
| YTD | -23.6% | +30.8% | -54.4% | -28.6% |
| 1Y | -10.8% | +34.3% | -45.1% | -17.3% |
| 3Y | -8.3% | +35.1% | -43.3% | -16.4% |
| All | -10.9% | +128.1% | -139.0% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling