-12.1%
CTSH vs CCJ
+163.1%
-175.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.3% | -7.1% | -3.0% |
| 7D | -0.6% | -7.3% | +6.7% | -0.1% |
| 30D | +13.4% | -20.0% | +33.4% | +15.0% |
| 3M | +14.4% | -23.8% | +38.3% | +16.4% |
| 6M | +27.7% | -42.4% | +70.1% | +32.9% |
| YTD | -20.6% | -22.1% | +1.5% | -21.2% |
| 1Y | -9.1% | -20.8% | +11.7% | -10.1% |
| 3Y | +3.1% | +75.7% | -72.7% | -14.5% |
| All | -12.1% | +163.1% | -175.1% | -34.9% |
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