+35,575.5%
CTSH vs BP
+293.2%
+35,282.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.6% |
| 7D | -0.6% | -11.6% | +11.0% | +4.3% |
| 30D | +13.4% | 0.0% | +13.4% | +13.1% |
| 3M | +14.4% | +6.7% | +7.7% | +10.7% |
| 6M | +27.7% | +2.2% | +25.6% | +25.3% |
| YTD | -20.6% | +33.0% | -53.6% | -31.1% |
| 1Y | -9.1% | +30.7% | -39.9% | -20.7% |
| 3Y | +3.1% | +44.2% | -41.1% | -15.8% |
| 5Y | -11.8% | +105.1% | -116.9% | -40.6% |
| 10Y | +42.7% | +133.5% | -90.8% | -18.0% |
| All | +35,575.5% | +293.2% | +35,282.2% | +11,454.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling