+316.6%
CTSH vs BTG
+392.0%
-75.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.7% |
| 30D | +12.4% | +36.8% | -24.5% | +10.2% |
| 3M | +17.4% | +23.1% | -5.7% | +15.7% |
| 6M | -3.1% | +3.5% | -6.5% | -3.8% |
| YTD | -23.6% | +25.5% | -49.1% | -25.2% |
| 1Y | -10.8% | +40.1% | -50.9% | -13.6% |
| 3Y | -8.3% | +101.1% | -109.4% | -14.0% |
| 5Y | -11.3% | +70.6% | -81.9% | -16.6% |
| 10Y | +22.6% | +152.1% | -129.5% | +10.0% |
| All | +316.6% | +392.0% | -75.4% | +215.7% |
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