+34.8%
CTSH vs CBOE
+524.9%
-490.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -2.1% | +6.3% | -8.4% | -3.8% |
| 30D | +1.4% | +24.9% | -23.6% | -4.8% |
| 3M | +7.5% | +28.5% | -21.0% | -0.3% |
| 6M | +39.6% | +2.9% | +36.7% | +36.8% |
| YTD | -22.3% | +50.7% | -73.0% | -32.3% |
| 1Y | -12.0% | +45.5% | -57.4% | -22.6% |
| 3Y | +1.8% | +116.3% | -114.5% | -23.1% |
| 5Y | -15.8% | +204.3% | -220.2% | -44.7% |
| All | +34.8% | +524.9% | -490.1% | -29.6% |
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