+207.8%
CTSH vs BR
+1,321.0%
-1,113.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -1.4% |
| 7D | -2.7% | -5.3% | +2.6% | +0.8% |
| 30D | +12.4% | +6.4% | +5.9% | +7.9% |
| 3M | +17.4% | +13.6% | +3.7% | +8.4% |
| 6M | -3.1% | -6.7% | +3.6% | +1.5% |
| YTD | -23.6% | -21.1% | -2.5% | -11.1% |
| 1Y | -10.8% | -29.6% | +18.7% | +11.1% |
| 3Y | -8.3% | -2.4% | -5.9% | -9.0% |
| 5Y | -11.3% | +11.2% | -22.6% | -20.6% |
| 10Y | +22.6% | +191.8% | -169.2% | -44.0% |
| All | +207.8% | +1,321.0% | -1,113.2% | -54.1% |
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