-8.8%
CTSH vs BROS
-35.4%
+26.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.4% |
| 7D | +1.8% | -19.0% | +20.9% | +3.9% |
| 30D | +9.8% | -7.3% | +17.1% | +9.6% |
| 3M | +12.1% | -31.2% | +43.3% | +16.4% |
| 6M | +27.4% | -33.0% | +60.5% | +28.3% |
| YTD | -20.3% | -42.4% | +22.1% | -16.7% |
| 1Y | -8.8% | -37.7% | +28.9% | -7.7% |
| All | -8.8% | -35.4% | +26.6% | -7.7% |
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