-10.9%
CTSH vs BURL
-11.0%
0.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.1% |
| 7D | -2.7% | -2.8% | +0.1% | -2.3% |
| 30D | +12.4% | -28.2% | +40.5% | +19.1% |
| 3M | +17.4% | -17.6% | +35.0% | +21.2% |
| 6M | -3.1% | -11.8% | +8.7% | -1.6% |
| YTD | -23.6% | -8.1% | -15.4% | -23.1% |
| 1Y | -10.8% | -12.0% | +1.1% | -10.0% |
| 3Y | -8.3% | +63.3% | -71.6% | -19.2% |
| All | -10.9% | -11.0% | 0.0% | -14.2% |
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 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