+6.0%
CTSH vs CL
+41.3%
-35.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +6.4% | +5.9% | +0.5% | +4.7% |
| 30D | +16.3% | +13.8% | +2.5% | +12.5% |
| 3M | +20.0% | +6.4% | +13.6% | +18.0% |
| 6M | +29.9% | +15.6% | +14.3% | +26.0% |
| YTD | -18.4% | +27.9% | -46.3% | -23.0% |
| 1Y | -8.9% | +31.4% | -40.3% | -14.6% |
| All | +6.0% | +41.3% | -35.3% | -2.6% |
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 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