+38.7%
CTSH vs CL
+78.1%
-39.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +1.8% | +2.6% | -0.8% | +0.7% |
| 30D | +9.8% | +11.8% | -2.0% | +4.4% |
| 3M | +12.1% | +5.9% | +6.2% | +9.2% |
| 6M | +27.4% | +13.3% | +14.1% | +20.5% |
| YTD | -20.3% | +27.1% | -47.4% | -29.1% |
| 1Y | -8.8% | +28.0% | -36.8% | -19.3% |
| 3Y | +4.0% | +39.4% | -35.3% | -14.1% |
| 5Y | -12.2% | +40.8% | -53.0% | -28.7% |
| 10Y | +38.7% | +84.9% | -46.2% | -1.8% |
| All | +38.7% | +78.1% | -39.4% | -1.8% |
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