-12.1%
CTSH vs BURL
-17.2%
+5.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.4% |
| 7D | -0.6% | +4.1% | -4.7% | -1.3% |
| 30D | +13.4% | -9.5% | +22.9% | +15.3% |
| 3M | +14.4% | -33.5% | +47.9% | +22.8% |
| 6M | +27.7% | -22.1% | +49.8% | +32.6% |
| YTD | -20.6% | -14.6% | -6.0% | -19.2% |
| 1Y | -9.1% | -8.4% | -0.8% | -9.1% |
| 3Y | +3.1% | +86.6% | -83.5% | -11.6% |
| All | -12.1% | -17.2% | +5.1% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling