+170.5%
CTSH vs CBOE
+1,341.0%
-1,170.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -2.1% | +6.3% | -8.4% | -4.0% |
| 30D | +1.4% | +24.9% | -23.6% | -5.4% |
| 3M | +7.5% | +28.5% | -21.0% | -1.0% |
| 6M | +39.6% | +2.9% | +36.7% | +36.7% |
| YTD | -22.3% | +50.7% | -73.0% | -33.1% |
| 1Y | -12.0% | +45.5% | -57.4% | -23.3% |
| 3Y | +1.8% | +116.3% | -114.5% | -24.2% |
| 5Y | -15.8% | +204.3% | -220.2% | -45.3% |
| 10Y | +34.8% | +526.3% | -491.5% | -35.3% |
| All | +170.5% | +1,341.0% | -1,170.5% | -18.5% |
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