+34,247.0%
CTSH vs CAH
+1,298.2%
+32,948.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -2.7% | +5.4% | -8.1% | -4.5% |
| 30D | +12.4% | +3.3% | +9.0% | +11.0% |
| 3M | +17.4% | +22.8% | -5.4% | +8.9% |
| 6M | -3.1% | +11.3% | -14.3% | -7.2% |
| YTD | -23.6% | +21.1% | -44.7% | -29.3% |
| 1Y | -10.8% | +67.2% | -78.1% | -27.1% |
| 3Y | -8.3% | +195.6% | -203.9% | -40.0% |
| 5Y | -11.3% | +413.8% | -425.2% | -53.2% |
| 10Y | +22.6% | +309.6% | -287.0% | -34.8% |
| All | +34,247.0% | +1,298.2% | +32,948.8% | +12,925.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling