+18.7%
CTSH vs CBOE
+379.3%
-360.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.6% |
| 7D | -9.8% | -3.7% | -6.1% | -8.8% |
| 30D | +0.1% | +2.0% | -1.9% | -0.7% |
| 3M | +13.2% | -4.2% | +17.5% | +14.1% |
| 6M | -6.2% | +1.2% | -7.4% | -8.0% |
| YTD | -28.5% | +15.4% | -43.8% | -32.7% |
| 1Y | -13.8% | +23.5% | -37.3% | -20.7% |
| 3Y | -13.7% | +93.2% | -106.9% | -33.3% |
| 5Y | -16.7% | +142.0% | -158.6% | -41.5% |
| All | +18.7% | +379.3% | -360.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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