-11.3%
CTSH vs BR
-4.7%
-6.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.4% | -2.2% |
| 7D | -5.5% | -5.9% | +0.5% | -1.6% |
| 30D | +4.5% | +1.9% | +2.6% | +3.4% |
| 3M | +13.7% | +14.7% | -0.9% | +4.5% |
| 6M | -8.4% | -12.8% | +4.4% | -3.5% |
| YTD | -26.5% | -23.0% | -3.5% | -18.2% |
| 1Y | -13.9% | -31.7% | +17.7% | +1.1% |
| 3Y | -11.3% | -4.8% | -6.6% | -7.3% |
| All | -11.3% | -4.7% | -6.6% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling