+29.9%
CTSH vs CF
-5.0%
+35.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | +0.6% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | +16.3% | +2.2% | +14.1% | +16.1% |
| 3M | +20.0% | +2.1% | +17.9% | +19.7% |
| 6M | +29.9% | -6.5% | +36.5% | +26.3% |
| All | +29.9% | -5.0% | +35.0% | +26.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling