+31,981.4%
CTSH vs BRO
+3,806.9%
+28,174.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -1.7% |
| 7D | -8.2% | -7.6% | -0.6% | -4.6% |
| 30D | +0.4% | -6.9% | +7.3% | +3.9% |
| 3M | +10.6% | +12.8% | -2.2% | +4.7% |
| 6M | -8.8% | -5.9% | -3.0% | -6.2% |
| YTD | -28.6% | -15.9% | -12.7% | -22.9% |
| 1Y | -15.9% | -28.1% | +12.2% | -2.6% |
| 3Y | -13.9% | -7.0% | -6.9% | -13.4% |
| 5Y | -17.1% | +18.0% | -35.1% | -27.0% |
| 10Y | +21.0% | +293.9% | -272.9% | -38.6% |
| All | +31,981.4% | +3,806.9% | +28,174.6% | +10,347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling