-15.9%
CTSH vs CHD
+2.2%
-18.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.4% |
| 7D | -8.2% | -4.2% | -4.0% | -6.9% |
| 30D | +0.4% | -7.6% | +8.0% | +3.0% |
| 3M | +10.6% | -1.6% | +12.2% | +11.6% |
| 6M | -8.8% | -6.3% | -2.5% | -7.2% |
| YTD | -28.6% | +14.6% | -43.2% | -30.4% |
| 1Y | -15.9% | +1.6% | -17.5% | -14.8% |
| All | -15.9% | +2.2% | -18.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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