-15.8%
CTSH vs BUD
+51.6%
-67.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.1% |
| 7D | -2.1% | +1.0% | -3.1% | -2.5% |
| 30D | +1.4% | +6.7% | -5.3% | -0.8% |
| 3M | +7.5% | +5.7% | +1.7% | +5.5% |
| 6M | +39.6% | +5.8% | +33.8% | +36.8% |
| YTD | -22.3% | +34.4% | -56.7% | -30.7% |
| 1Y | -12.0% | +33.3% | -45.2% | -21.2% |
| 3Y | +1.8% | +48.8% | -47.0% | -14.9% |
| All | -15.8% | +51.6% | -67.4% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling