+172.3%
CTSH vs CBOE
+1,316.0%
-1,143.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.2% | +4.5% | -8.7% | -5.5% |
| 30D | +3.9% | +26.2% | -22.3% | -3.3% |
| 3M | +10.2% | +27.1% | -16.9% | +1.9% |
| 6M | +35.3% | +4.2% | +31.1% | +31.9% |
| YTD | -21.8% | +48.0% | -69.9% | -32.3% |
| 1Y | -12.1% | +42.4% | -54.6% | -23.0% |
| 3Y | +2.0% | +116.8% | -114.8% | -24.2% |
| 5Y | -15.3% | +199.0% | -214.3% | -44.7% |
| 10Y | +35.7% | +515.4% | -479.7% | -34.5% |
| All | +172.3% | +1,316.0% | -1,143.7% | -17.5% |
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