+36,578.7%
CTSH vs CB
+1,598.0%
+34,980.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.4% |
| 7D | +6.4% | +2.6% | +3.8% | +5.3% |
| 30D | +16.3% | +11.2% | +5.1% | +11.2% |
| 3M | +20.0% | +5.7% | +14.3% | +17.3% |
| 6M | +29.9% | +15.9% | +14.0% | +22.2% |
| YTD | -18.4% | +20.2% | -38.5% | -24.7% |
| 1Y | -8.9% | +32.4% | -41.3% | -19.4% |
| 3Y | +6.0% | +75.5% | -69.5% | -17.6% |
| 5Y | -9.3% | +105.5% | -114.8% | -34.6% |
| 10Y | +46.7% | +258.5% | -211.8% | -18.7% |
| All | +36,578.7% | +1,598.0% | +34,980.7% | +13,024.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling