+3.9%
CTSH vs CL
+39.1%
-35.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.1% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | +7.4% | +11.6% | -4.2% | +4.5% |
| 3M | +10.9% | +5.6% | +5.3% | +9.3% |
| 6M | +24.7% | +13.2% | +11.5% | +21.4% |
| YTD | -22.0% | +26.9% | -48.9% | -26.3% |
| 1Y | -11.2% | +27.3% | -38.5% | -16.1% |
| 3Y | +3.9% | +39.7% | -35.9% | -3.8% |
| All | +3.9% | +39.1% | -35.3% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling