+22.0%
CTSH vs CB
+218.6%
-196.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | +12.4% | -3.1% | +15.5% | +14.1% |
| 3M | +17.4% | +9.0% | +8.4% | +12.5% |
| 6M | -3.1% | +2.9% | -5.9% | -4.6% |
| YTD | -23.6% | +10.1% | -33.7% | -27.5% |
| 1Y | -10.8% | +22.8% | -33.6% | -20.1% |
| 3Y | -8.3% | +73.8% | -82.1% | -32.4% |
| 5Y | -11.3% | +99.2% | -110.5% | -39.9% |
| All | +22.0% | +218.6% | -196.6% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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