-11.3%
CTSH vs BTI
+113.6%
-125.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.5% | -3.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.4% |
| 30D | +4.5% | -7.0% | +11.6% | +5.2% |
| 3M | +13.7% | -6.3% | +20.1% | +14.5% |
| 6M | -8.4% | -2.0% | -6.4% | -8.1% |
| YTD | -26.5% | +0.2% | -26.7% | -26.6% |
| 1Y | -13.9% | +3.8% | -17.7% | -14.4% |
| 3Y | -11.3% | +112.1% | -123.4% | -25.3% |
| All | -11.3% | +113.6% | -125.0% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling