-14.6%
CTSH vs BROS
+41.2%
-55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.7% |
| 7D | -5.5% | -0.9% | -4.5% | -5.4% |
| 30D | +4.5% | -13.5% | +18.0% | +6.1% |
| 3M | +13.7% | -18.4% | +32.2% | +15.4% |
| 6M | -8.4% | -10.6% | +2.2% | -8.4% |
| YTD | -26.5% | -25.1% | -1.4% | -25.1% |
| 1Y | -13.9% | -28.6% | +14.7% | -12.0% |
| 3Y | -11.3% | +65.6% | -76.9% | -19.4% |
| All | -14.6% | +41.2% | -55.8% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling