-13.9%
CTSH vs CBOE
+96.4%
-110.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.8% |
| 7D | -8.2% | -0.8% | -7.4% | -8.1% |
| 30D | +0.4% | +2.7% | -2.3% | +0.2% |
| 3M | +10.6% | +0.7% | +9.9% | +9.7% |
| 6M | -8.8% | -2.0% | -6.8% | -10.1% |
| YTD | -28.6% | +17.1% | -45.7% | -29.4% |
| 1Y | -15.9% | +26.5% | -42.4% | -16.8% |
| All | -13.9% | +96.4% | -110.3% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling