-2.4%
CTSH vs BTDR
+23.8%
-26.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.9% | -7.6% | -3.7% |
| 7D | -2.7% | +20.0% | -22.7% | -3.1% |
| 30D | +12.4% | +11.9% | +0.4% | +12.0% |
| 3M | +17.4% | -36.9% | +54.3% | +18.6% |
| 6M | -3.1% | +56.5% | -59.6% | -5.0% |
| YTD | -23.6% | +10.4% | -34.0% | -24.5% |
| 1Y | -10.8% | +3.1% | -13.9% | -12.3% |
| 3Y | -8.3% | -2.6% | -5.7% | -12.7% |
| 5Y | -11.3% | +25.2% | -36.5% | -14.5% |
| All | -2.4% | +23.8% | -26.2% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling