-8.9%
CTSH vs BURL
-5.1%
-3.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | +6.4% | +3.5% | +3.0% | +6.0% |
| 30D | +16.3% | -9.3% | +25.6% | +17.5% |
| 3M | +20.0% | -32.1% | +52.1% | +26.3% |
| 6M | +29.9% | -19.8% | +49.8% | +33.2% |
| YTD | -18.4% | -13.2% | -5.2% | -17.2% |
| 1Y | -8.9% | -7.8% | -1.0% | -8.3% |
| All | -8.9% | -5.1% | -3.7% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling