+323.5%
CTSH vs BTG
+332.2%
-8.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -2.1% | -9.1% | +6.9% | -1.7% |
| 30D | +1.4% | -1.6% | +3.0% | +1.3% |
| 3M | +7.5% | -2.8% | +10.3% | +7.4% |
| 6M | +39.6% | -7.6% | +47.2% | +39.5% |
| YTD | -22.3% | +10.2% | -32.5% | -23.6% |
| 1Y | -12.0% | +21.3% | -33.2% | -13.9% |
| 3Y | +1.8% | +82.7% | -80.9% | -4.2% |
| 5Y | -15.8% | +30.8% | -46.6% | -19.8% |
| 10Y | +34.8% | +163.7% | -128.9% | +20.8% |
| All | +323.5% | +332.2% | -8.7% | +222.6% |
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