+18.7%
CTSH vs BR
+190.5%
-171.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -9.8% | -6.0% | -3.8% | -6.2% |
| 30D | +0.1% | -0.9% | +1.0% | +0.8% |
| 3M | +13.2% | +16.4% | -3.2% | +3.4% |
| 6M | -6.2% | -8.2% | +2.0% | -1.2% |
| YTD | -28.5% | -23.2% | -5.2% | -16.4% |
| 1Y | -13.8% | -30.9% | +17.2% | +7.1% |
| 3Y | -13.7% | -5.0% | -8.7% | -13.2% |
| 5Y | -16.7% | +8.8% | -25.4% | -24.6% |
| All | +18.7% | +190.5% | -171.8% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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