-14.6%
CTSH vs CBOE
+147.9%
-162.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.7% | -2.1% | -3.6% |
| 7D | -5.5% | -4.6% | -0.8% | -4.7% |
| 30D | +4.5% | +2.6% | +1.9% | +3.9% |
| 3M | +13.7% | +4.9% | +8.8% | +12.3% |
| 6M | -8.4% | -2.2% | -6.2% | -9.4% |
| YTD | -26.5% | +17.7% | -44.2% | -29.7% |
| 1Y | -13.9% | +26.1% | -40.0% | -18.9% |
| 3Y | -11.3% | +97.1% | -108.4% | -28.4% |
| All | -14.6% | +147.9% | -162.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling