+34.8%
CTSH vs CL
+88.0%
-53.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.5% |
| 7D | -2.1% | +3.2% | -5.4% | -3.6% |
| 30D | +1.4% | +8.0% | -6.7% | -2.1% |
| 3M | +7.5% | +7.9% | -0.4% | +3.8% |
| 6M | +39.6% | +14.7% | +24.8% | +31.2% |
| YTD | -22.3% | +29.2% | -51.5% | -31.5% |
| 1Y | -12.0% | +29.5% | -41.5% | -22.5% |
| 3Y | +1.8% | +40.7% | -38.9% | -16.3% |
| 5Y | -15.8% | +43.9% | -59.7% | -32.4% |
| All | +34.8% | +88.0% | -53.2% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling