+38.7%
CTSH vs CF
+494.2%
-455.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.7% |
| 7D | +1.8% | +4.8% | -2.9% | +0.8% |
| 30D | +9.8% | +9.7% | +0.1% | +7.8% |
| 3M | +12.1% | +1.2% | +10.9% | +11.5% |
| 6M | +27.4% | +7.4% | +20.0% | +24.7% |
| YTD | -20.3% | +60.5% | -80.8% | -29.5% |
| 1Y | -8.8% | +50.7% | -59.5% | -18.4% |
| 3Y | +4.0% | +64.8% | -60.8% | -10.7% |
| 5Y | -12.2% | +115.8% | -128.0% | -33.8% |
| 10Y | +38.7% | +481.0% | -442.3% | -20.8% |
| All | +38.7% | +494.2% | -455.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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