-12.0%
CTSH vs CF
+50.1%
-62.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -2.1% | +4.8% | -6.9% | -2.2% |
| 30D | +1.4% | +4.7% | -3.3% | +1.3% |
| 3M | +7.5% | +7.4% | 0.0% | +7.4% |
| 6M | +39.6% | +0.6% | +39.0% | +38.8% |
| YTD | -22.3% | +64.1% | -86.4% | -23.4% |
| 1Y | -12.0% | +51.4% | -63.4% | -11.4% |
| All | -12.0% | +50.1% | -62.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling