-13.3%
CTSH vs BTSG
+495.4%
-508.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -1.0% |
| 7D | -4.2% | +8.5% | -12.7% | -4.7% |
| 30D | +3.9% | +14.0% | -10.1% | +3.0% |
| 3M | +10.2% | +19.7% | -9.5% | +8.7% |
| 6M | +35.3% | +28.7% | +6.6% | +30.5% |
| YTD | -21.8% | +90.8% | -112.6% | -28.9% |
| 1Y | -12.1% | +112.4% | -124.5% | -21.3% |
| All | -13.3% | +495.4% | -508.7% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 10y: compounded portfolio wealth divided by compounded BTSG 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…
10y analysis · Full analysis span regression · 6 months rolling