+35.8%
CTSH vs CB
+248.0%
-212.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -1.0% | -1.8% |
| 7D | -0.6% | +0.2% | -0.8% | -0.7% |
| 30D | +13.4% | +9.1% | +4.3% | +8.6% |
| 3M | +14.4% | +3.4% | +11.0% | +12.6% |
| 6M | +27.7% | +14.1% | +13.6% | +19.7% |
| YTD | -20.6% | +18.0% | -38.6% | -27.2% |
| 1Y | -9.1% | +30.1% | -39.3% | -20.8% |
| 3Y | +3.1% | +71.8% | -68.7% | -23.4% |
| 5Y | -11.8% | +101.8% | -113.6% | -40.6% |
| All | +35.8% | +248.0% | -212.2% | -33.3% |
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