-14.8%
CTSH vs CCJ
+346.5%
-361.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.1% | -3.9% |
| 7D | -5.5% | +5.9% | -11.4% | -5.9% |
| 30D | +4.5% | +4.7% | -0.2% | +4.1% |
| 3M | +13.7% | -3.3% | +17.0% | +13.9% |
| 6M | -8.4% | -7.0% | -1.4% | -8.5% |
| YTD | -26.5% | +11.5% | -38.0% | -28.7% |
| 1Y | -13.9% | +32.3% | -46.2% | -19.2% |
| 3Y | -11.3% | +176.8% | -188.2% | -28.7% |
| 5Y | -14.8% | +351.8% | -366.6% | -38.8% |
| All | -14.8% | +346.5% | -361.4% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling