-15.9%
CTSH vs BROS
-30.1%
+14.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | -8.2% | -6.6% | -1.6% | -7.5% |
| 30D | +0.4% | -12.3% | +12.7% | +1.9% |
| 3M | +10.6% | -22.2% | +32.8% | +11.9% |
| 6M | -8.8% | -14.3% | +5.5% | -10.7% |
| YTD | -28.6% | -26.6% | -2.0% | -27.8% |
| 1Y | -15.9% | -31.5% | +15.6% | -21.4% |
| All | -15.9% | -30.1% | +14.2% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling