+35.8%
CTSH vs CL
+74.1%
-38.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.6% | -1.7% |
| 7D | -0.6% | +1.3% | -1.9% | -1.2% |
| 30D | +13.4% | +11.4% | +2.1% | +8.1% |
| 3M | +14.4% | +4.4% | +10.0% | +12.2% |
| 6M | +27.7% | +10.8% | +16.9% | +22.1% |
| YTD | -20.6% | +25.1% | -45.7% | -28.8% |
| 1Y | -9.1% | +28.0% | -37.1% | -19.5% |
| 3Y | +3.1% | +37.6% | -34.5% | -14.2% |
| 5Y | -11.8% | +39.7% | -51.5% | -28.0% |
| All | +35.8% | +74.1% | -38.3% | -2.4% |
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