+6.0%
CTSH vs BURL
+89.8%
-83.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.6% |
| 7D | +6.4% | +3.5% | +3.0% | +5.8% |
| 30D | +16.3% | -9.3% | +25.6% | +18.0% |
| 3M | +20.0% | -32.1% | +52.1% | +27.7% |
| 6M | +29.9% | -19.8% | +49.8% | +33.9% |
| YTD | -18.4% | -13.2% | -5.2% | -17.3% |
| 1Y | -8.9% | -7.8% | -1.0% | -8.9% |
| All | +6.0% | +89.8% | -83.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling