+35.8%
CTSH vs CF
+561.7%
-526.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | -0.6% | -3.2% | +2.6% | -0.1% |
| 30D | +13.4% | +4.3% | +9.1% | +12.4% |
| 3M | +14.4% | +2.8% | +11.6% | +13.4% |
| 6M | +27.7% | +0.6% | +27.1% | +26.6% |
| YTD | -20.6% | +56.6% | -77.2% | -29.4% |
| 1Y | -9.1% | +49.6% | -58.7% | -18.4% |
| 3Y | +3.1% | +61.5% | -58.4% | -11.0% |
| 5Y | -11.8% | +124.0% | -135.7% | -34.0% |
| All | +35.8% | +561.7% | -526.0% | -17.3% |
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