+35.7%
CTSH vs CL
+84.7%
-49.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.8% |
| 30D | +3.9% | +9.5% | -5.5% | -0.2% |
| 3M | +10.2% | +6.6% | +3.5% | +7.0% |
| 6M | +35.3% | +13.2% | +22.0% | +28.0% |
| YTD | -21.8% | +26.9% | -48.7% | -30.4% |
| 1Y | -12.1% | +27.6% | -39.8% | -22.1% |
| 3Y | +2.0% | +39.1% | -37.1% | -15.7% |
| 5Y | -15.3% | +41.3% | -56.6% | -31.4% |
| All | +35.7% | +84.7% | -49.0% | -4.6% |
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