-10.9%
CTSH vs CL
+28.4%
-39.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | -2.7% | -2.2% | -0.5% | -2.0% |
| 30D | +12.4% | -4.8% | +17.2% | +14.2% |
| 3M | +17.4% | +4.9% | +12.5% | +16.0% |
| 6M | -3.1% | -5.7% | +2.6% | -1.2% |
| YTD | -23.6% | +14.4% | -37.9% | -27.1% |
| 1Y | -10.8% | +8.7% | -19.6% | -13.6% |
| 3Y | -8.3% | +30.0% | -38.3% | -19.4% |
| All | -10.9% | +28.4% | -39.3% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling