+326.3%
CTSH vs BTG
+336.6%
-10.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -0.8% |
| 7D | -4.2% | -5.9% | +1.7% | -3.9% |
| 30D | +3.9% | -5.0% | +8.9% | +4.1% |
| 3M | +10.2% | -4.5% | +14.6% | +10.2% |
| 6M | +35.3% | -7.0% | +42.3% | +35.1% |
| YTD | -21.8% | +11.4% | -33.2% | -23.1% |
| 1Y | -12.1% | +20.1% | -32.3% | -14.1% |
| 3Y | +2.0% | +81.5% | -79.4% | -3.9% |
| 5Y | -15.3% | +32.1% | -47.4% | -19.3% |
| 10Y | +35.7% | +166.4% | -130.7% | +21.5% |
| All | +326.3% | +336.6% | -10.3% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling