+35,415.6%
CTSH vs CAH
+1,473.0%
+33,942.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.1% | +5.9% | -8.0% | -4.1% |
| 30D | +8.0% | +16.5% | -8.6% | +2.2% |
| 3M | +10.6% | +15.7% | -5.2% | +4.9% |
| 6M | +32.5% | +52.7% | -20.2% | +13.8% |
| YTD | -21.0% | +36.3% | -57.3% | -29.9% |
| 1Y | -9.9% | +36.7% | -46.7% | -20.2% |
| 3Y | +3.1% | +178.2% | -175.0% | -30.8% |
| 5Y | -13.4% | +515.8% | -529.2% | -57.2% |
| 10Y | +37.1% | +411.8% | -374.7% | -32.3% |
| All | +35,415.6% | +1,473.0% | +33,942.5% | +12,818.5% |
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 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