-17.1%
CTSH vs BR
+7.6%
-24.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.7% |
| 7D | -8.2% | -5.0% | -3.2% | -5.1% |
| 30D | +0.4% | -2.5% | +2.9% | +2.1% |
| 3M | +10.6% | +13.5% | -2.9% | +2.4% |
| 6M | -8.8% | -9.4% | +0.6% | -3.9% |
| YTD | -28.6% | -23.3% | -5.3% | -17.6% |
| 1Y | -15.9% | -31.6% | +15.7% | +3.3% |
| 3Y | -13.9% | -5.1% | -8.8% | -14.1% |
| 5Y | -17.1% | +8.2% | -25.3% | -28.5% |
| All | -17.1% | +7.6% | -24.7% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling