-10.8%
CTSH vs CAH
+65.8%
-76.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.7% | +5.4% | -8.1% | -3.2% |
| 30D | +12.4% | +3.3% | +9.0% | +12.0% |
| 3M | +17.4% | +22.8% | -5.4% | +14.8% |
| 6M | -3.1% | +11.3% | -14.3% | -4.3% |
| YTD | -23.6% | +21.1% | -44.7% | -25.0% |
| 1Y | -10.8% | +67.2% | -78.1% | -16.8% |
| All | -10.8% | +65.8% | -76.6% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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