+22.2%
CTSH vs BTG
+159.3%
-137.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -3.7% | -3.8% | 0.0% | -3.5% |
| 30D | +3.7% | +3.6% | +0.1% | +3.4% |
| 3M | +17.9% | +32.0% | -14.1% | +15.6% |
| 6M | -2.6% | +3.4% | -6.0% | -3.4% |
| YTD | -26.4% | +20.8% | -47.2% | -28.0% |
| 1Y | -13.0% | +22.4% | -35.4% | -15.4% |
| 3Y | -11.2% | +91.7% | -102.9% | -17.8% |
| 5Y | -14.3% | +79.0% | -93.3% | -20.9% |
| All | +22.2% | +159.3% | -137.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling