-11.2%
CTSH vs BRO
-7.6%
-3.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -3.7% | -7.3% | +3.6% | -0.4% |
| 30D | +3.7% | -6.9% | +10.6% | +7.0% |
| 3M | +17.9% | +10.7% | +7.3% | +14.4% |
| 6M | -2.6% | -2.7% | 0.0% | -1.9% |
| YTD | -26.4% | -16.3% | -10.1% | -22.5% |
| 1Y | -13.0% | -29.1% | +16.1% | -3.5% |
| 3Y | -11.2% | -7.8% | -3.4% | -2.1% |
| All | -11.2% | -7.6% | -3.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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