+36,578.7%
CTSH vs CL
+692.0%
+35,886.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +6.4% | +5.9% | +0.5% | +4.0% |
| 30D | +16.3% | +13.8% | +2.5% | +10.5% |
| 3M | +20.0% | +6.4% | +13.6% | +17.0% |
| 6M | +29.9% | +15.6% | +14.3% | +22.6% |
| YTD | -18.4% | +27.9% | -46.3% | -26.5% |
| 1Y | -8.9% | +31.4% | -40.3% | -18.9% |
| 3Y | +6.0% | +41.4% | -35.4% | -9.8% |
| 5Y | -9.3% | +42.8% | -52.1% | -23.7% |
| 10Y | +46.7% | +79.7% | -32.9% | +11.3% |
| All | +36,578.7% | +692.0% | +35,886.7% | +15,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling