-15.8%
CTSH vs CL
+43.4%
-59.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.3% |
| 7D | -2.1% | +3.2% | -5.4% | -3.2% |
| 30D | +1.4% | +8.0% | -6.7% | -1.2% |
| 3M | +7.5% | +7.9% | -0.4% | +4.7% |
| 6M | +39.6% | +14.7% | +24.8% | +33.7% |
| YTD | -22.3% | +29.2% | -51.5% | -28.9% |
| 1Y | -12.0% | +29.5% | -41.5% | -19.5% |
| 3Y | +1.8% | +40.7% | -38.9% | -12.6% |
| All | -15.8% | +43.4% | -59.2% | -28.7% |
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