-13.8%
CTSH vs CAH
+58.4%
-72.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -9.8% | -5.1% | -4.7% | -9.2% |
| 30D | +0.1% | -1.8% | +1.9% | +0.4% |
| 3M | +13.2% | +9.4% | +3.9% | +12.2% |
| 6M | -6.2% | +9.2% | -15.4% | -7.1% |
| YTD | -28.5% | +15.7% | -44.1% | -29.4% |
| 1Y | -13.8% | +59.7% | -73.5% | -18.1% |
| All | -13.8% | +58.4% | -72.2% | -18.1% |
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