+500.9%
CTSH vs CF
+5,948.3%
-5,447.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.8% |
| 7D | -2.7% | +6.0% | -8.7% | -4.2% |
| 30D | +12.4% | +14.8% | -2.5% | +8.3% |
| 3M | +17.4% | +14.1% | +3.3% | +13.2% |
| 6M | -3.1% | +28.5% | -31.6% | -11.1% |
| YTD | -23.6% | +74.9% | -98.5% | -35.5% |
| 1Y | -10.8% | +61.7% | -72.5% | -23.5% |
| 3Y | -8.3% | +80.3% | -88.6% | -25.6% |
| 5Y | -11.3% | +226.0% | -237.3% | -42.3% |
| 10Y | +22.6% | +569.9% | -547.2% | -40.7% |
| All | +500.9% | +5,948.3% | -5,447.4% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling