-17.1%
CTSH vs BTDR
+24.7%
-41.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.8% |
| 7D | -8.2% | +14.8% | -23.0% | -8.5% |
| 30D | +0.4% | +41.8% | -41.4% | -0.3% |
| 3M | +10.6% | -29.2% | +39.8% | +11.4% |
| 6M | -8.8% | +66.2% | -75.0% | -10.9% |
| YTD | -28.6% | +10.0% | -38.6% | -29.5% |
| 1Y | -15.9% | -11.0% | -4.9% | -17.0% |
| 3Y | -13.9% | +6.9% | -20.8% | -18.0% |
| 5Y | -17.1% | +24.7% | -41.8% | -24.8% |
| All | -17.1% | +24.7% | -41.8% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling