-16.7%
CTSH vs BTG
+75.0%
-91.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.4% |
| 7D | -9.8% | -5.5% | -4.3% | -9.4% |
| 30D | +0.1% | +6.1% | -6.0% | -0.3% |
| 3M | +13.2% | +38.6% | -25.4% | +10.8% |
| 6M | -6.2% | +0.7% | -6.9% | -6.5% |
| YTD | -28.5% | +20.3% | -48.8% | -30.1% |
| 1Y | -13.8% | +25.0% | -38.8% | -16.7% |
| 3Y | -13.7% | +97.3% | -111.0% | -22.7% |
| 5Y | -16.7% | +78.3% | -95.0% | -23.4% |
| All | -16.7% | +75.0% | -91.7% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling