+166.2%
CTSH vs CBOE
+1,045.3%
-879.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -3.6% | +0.9% | -1.7% |
| 30D | +12.4% | +5.1% | +7.3% | +10.4% |
| 3M | +17.4% | +4.6% | +12.8% | +15.2% |
| 6M | -3.1% | -0.3% | -2.8% | -4.5% |
| YTD | -23.6% | +19.8% | -43.3% | -29.2% |
| 1Y | -10.8% | +28.4% | -39.2% | -19.5% |
| 3Y | -8.3% | +104.1% | -112.4% | -31.1% |
| 5Y | -11.3% | +150.9% | -162.2% | -38.9% |
| 10Y | +22.6% | +393.5% | -370.9% | -36.6% |
| All | +166.2% | +1,045.3% | -879.2% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling