-18.4%
CTSH vs BTSG
+389.4%
-407.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.8% |
| 7D | -3.7% | -3.3% | -0.4% | -3.5% |
| 30D | +3.7% | -1.6% | +5.3% | +3.7% |
| 3M | +17.9% | -6.9% | +24.8% | +17.4% |
| 6M | -2.6% | +42.1% | -44.7% | -9.0% |
| YTD | -26.4% | +56.8% | -83.2% | -32.1% |
| 1Y | -13.0% | +109.8% | -122.9% | -22.9% |
| All | -18.4% | +389.4% | -407.8% | -34.2% |
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