-8.2%
CTSH vs BROS
+7.7%
-15.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -2.1% | -20.4% | +18.4% | 0.0% |
| 30D | +8.0% | -6.1% | +14.0% | +8.2% |
| 3M | +10.6% | -29.4% | +40.0% | +14.2% |
| 6M | +32.5% | -31.5% | +64.0% | +36.3% |
| YTD | -21.0% | -42.8% | +21.8% | -17.4% |
| 1Y | -9.9% | -37.5% | +27.6% | -6.9% |
| 3Y | +3.1% | +27.2% | -24.0% | -3.9% |
| 5Y | -13.4% | -47.0% | +33.5% | -16.5% |
| All | -8.2% | +7.7% | -15.9% | -13.0% |
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