-13.9%
CTSH vs BTI
+1.8%
-15.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -8.2% | -2.4% | -5.8% | -8.1% |
| 30D | +0.4% | -4.8% | +5.2% | +0.5% |
| 3M | +10.6% | -8.1% | +18.7% | +11.1% |
| 6M | -8.8% | -4.2% | -4.6% | -7.3% |
| YTD | -28.6% | -1.3% | -27.3% | -27.7% |
| All | -13.9% | +1.8% | -15.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling