+34,247.0%
CTSH vs BTI
+2,602.5%
+31,644.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | +12.4% | -6.6% | +19.0% | +14.3% |
| 3M | +17.4% | -3.0% | +20.4% | +18.2% |
| 6M | -3.1% | -6.7% | +3.6% | -1.9% |
| YTD | -23.6% | +0.6% | -24.1% | -24.3% |
| 1Y | -10.8% | +5.6% | -16.4% | -13.0% |
| 3Y | -8.3% | +110.3% | -118.6% | -26.3% |
| 5Y | -11.3% | +114.3% | -125.6% | -29.4% |
| 10Y | +22.6% | +67.7% | -45.0% | +0.7% |
| All | +34,247.0% | +2,602.5% | +31,644.5% | +28,716.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling