+38.7%
CTSH vs CCJ
+802.9%
-764.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.5% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +9.8% | -17.2% | +27.0% | +11.8% |
| 3M | +12.1% | -25.1% | +37.2% | +15.2% |
| 6M | +27.4% | -37.6% | +65.0% | +33.1% |
| YTD | -20.3% | -20.4% | +0.1% | -20.4% |
| 1Y | -8.8% | -22.5% | +13.7% | -8.8% |
| 3Y | +4.0% | +72.5% | -68.4% | -11.5% |
| 5Y | -12.2% | +179.9% | -192.1% | -33.3% |
| 10Y | +38.7% | +772.6% | -733.9% | -22.2% |
| All | +38.7% | +802.9% | -764.2% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling