-17.1%
CTSH vs CAH
+400.5%
-417.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -8.2% | -2.2% | -6.0% | -7.6% |
| 30D | +0.4% | +1.2% | -0.8% | 0.0% |
| 3M | +10.6% | +13.1% | -2.5% | +7.0% |
| 6M | -8.8% | +8.5% | -17.3% | -10.9% |
| YTD | -28.6% | +17.6% | -46.2% | -32.1% |
| 1Y | -15.9% | +60.7% | -76.6% | -27.6% |
| 3Y | -13.9% | +183.2% | -197.0% | -39.7% |
| 5Y | -17.1% | +402.2% | -419.3% | -56.4% |
| All | -17.1% | +400.5% | -417.6% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling