+0.9%
CTSH vs BTDR
-29.7%
+30.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.7% | -10.5% | -1.0% |
| 7D | -2.1% | +7.7% | -9.7% | -2.2% |
| 30D | +8.0% | -24.1% | +32.0% | +8.3% |
| 3M | +10.6% | -19.1% | +29.7% | +10.7% |
| 6M | +32.5% | -46.6% | +79.1% | +33.2% |
| YTD | -21.0% | -37.3% | +16.3% | -21.3% |
| 1Y | -9.9% | -53.2% | +43.3% | -9.6% |
| 3Y | +3.1% | +77.1% | -73.9% | -0.9% |
| 5Y | -13.4% | -29.7% | +16.3% | -16.9% |
| All | +0.9% | -29.7% | +30.6% | -3.4% |
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