+446.3%
CTSH vs BUD
+214.6%
+231.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.1% |
| 7D | -0.6% | +4.5% | -5.1% | -2.5% |
| 30D | +13.4% | +12.5% | +0.9% | +8.1% |
| 3M | +14.4% | 0.0% | +14.4% | +14.5% |
| 6M | +27.7% | +3.8% | +23.9% | +25.6% |
| YTD | -20.6% | +33.1% | -53.7% | -30.5% |
| 1Y | -9.1% | +35.5% | -44.6% | -21.2% |
| 3Y | +3.1% | +49.4% | -46.3% | -16.3% |
| 5Y | -11.8% | +48.0% | -59.8% | -29.3% |
| 10Y | +42.7% | -8.6% | +51.3% | +30.7% |
| All | +446.3% | +214.6% | +231.7% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling