+34.8%
CTSH vs CAH
+418.0%
-383.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.1% | +3.5% | -5.6% | -3.2% |
| 30D | +1.4% | +13.5% | -12.1% | -2.8% |
| 3M | +7.5% | +21.8% | -14.4% | +0.7% |
| 6M | +39.6% | +51.5% | -12.0% | +21.6% |
| YTD | -22.3% | +38.1% | -60.4% | -30.7% |
| 1Y | -12.0% | +37.7% | -49.7% | -21.4% |
| 3Y | +1.8% | +179.6% | -177.8% | -30.2% |
| 5Y | -15.8% | +504.9% | -520.8% | -57.2% |
| All | +34.8% | +418.0% | -383.2% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling