+37.1%
CTSH vs CB
+248.4%
-211.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | -1.0% | -1.0% | -1.5% |
| 30D | +8.0% | +7.3% | +0.6% | +4.2% |
| 3M | +10.6% | +7.0% | +3.6% | +6.9% |
| 6M | +32.5% | +16.3% | +16.2% | +22.9% |
| YTD | -21.0% | +19.7% | -40.7% | -28.1% |
| 1Y | -9.9% | +27.8% | -37.7% | -20.8% |
| 3Y | +3.1% | +72.0% | -68.9% | -23.4% |
| 5Y | -13.4% | +104.9% | -118.3% | -42.2% |
| 10Y | +37.1% | +246.7% | -209.6% | -34.5% |
| All | +37.1% | +248.4% | -211.3% | -34.5% |
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