-11.2%
CTSH vs BROS
+43.3%
-54.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -2.7% | -6.7% | +4.0% | -2.0% |
| 30D | +12.4% | -29.1% | +41.4% | +16.2% |
| 3M | +17.4% | -16.7% | +34.1% | +18.8% |
| 6M | -3.1% | -11.6% | +8.5% | -3.0% |
| YTD | -23.6% | -23.9% | +0.3% | -22.2% |
| 1Y | -10.8% | -34.8% | +24.0% | -8.0% |
| 3Y | -8.3% | +62.1% | -70.4% | -16.5% |
| All | -11.2% | +43.3% | -54.6% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling