+22.2%
CTSH vs CAH
+294.8%
-272.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +3.1% |
| 7D | -3.7% | -5.1% | +1.4% | -2.1% |
| 30D | +3.7% | +0.2% | +3.5% | +3.6% |
| 3M | +17.9% | +6.3% | +11.6% | +15.6% |
| 6M | -2.6% | +9.4% | -12.0% | -5.7% |
| YTD | -26.4% | +15.0% | -41.4% | -30.1% |
| 1Y | -13.0% | +55.4% | -68.5% | -25.7% |
| 3Y | -11.2% | +173.8% | -185.0% | -38.1% |
| 5Y | -14.3% | +395.2% | -409.5% | -52.1% |
| All | +22.2% | +294.8% | -272.7% | -35.8% |
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 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