-18.5%
CTSH vs BTSG
+421.3%
-439.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.0% |
| 7D | -5.5% | +5.7% | -11.2% | -5.8% |
| 30D | +4.5% | +0.2% | +4.3% | +4.5% |
| 3M | +13.7% | +5.6% | +8.1% | +11.9% |
| 6M | -8.4% | +50.8% | -59.2% | -14.6% |
| YTD | -26.5% | +67.0% | -93.5% | -32.5% |
| 1Y | -13.9% | +145.5% | -159.5% | -24.9% |
| All | -18.5% | +421.3% | -439.8% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling