+35,729.8%
CTSH vs CHD
+6,258.8%
+29,471.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.8% | +2.4% | -0.5% | +1.0% |
| 30D | +9.8% | +13.9% | -4.1% | +5.1% |
| 3M | +12.1% | +8.5% | +3.6% | +9.1% |
| 6M | +27.4% | +20.4% | +7.0% | +19.9% |
| YTD | -20.3% | +34.5% | -54.8% | -28.1% |
| 1Y | -8.8% | +33.8% | -42.6% | -17.6% |
| 3Y | +4.0% | +29.1% | -25.1% | -6.3% |
| 5Y | -12.2% | +31.2% | -43.4% | -22.5% |
| 10Y | +38.7% | +193.1% | -154.4% | -10.3% |
| All | +35,729.8% | +6,258.8% | +29,471.0% | +6,825.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling