+218.3%
CTSH vs BR
+1,485.1%
-1,266.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.1% | +1.9% | -3.9% | -3.2% |
| 30D | +8.0% | +15.9% | -7.9% | -1.8% |
| 3M | +10.6% | +13.7% | -3.1% | +2.1% |
| 6M | +32.5% | +31.0% | +1.5% | +12.1% |
| YTD | -21.0% | -12.0% | -9.0% | -14.2% |
| 1Y | -9.9% | -11.5% | +1.6% | -2.5% |
| 3Y | +3.1% | +14.9% | -11.8% | -7.5% |
| 5Y | -13.4% | +20.1% | -33.5% | -25.9% |
| 10Y | +37.1% | +278.9% | -241.8% | -47.0% |
| All | +218.3% | +1,485.1% | -1,266.9% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling