+34,247.0%
CTSH vs CL
+608.3%
+33,638.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.0% |
| 7D | -2.7% | -2.2% | -0.5% | -1.8% |
| 30D | +12.4% | -4.8% | +17.2% | +14.6% |
| 3M | +17.4% | +4.9% | +12.5% | +15.2% |
| 6M | -3.1% | -5.7% | +2.6% | -1.0% |
| YTD | -23.6% | +14.4% | -37.9% | -28.1% |
| 1Y | -10.8% | +8.7% | -19.6% | -14.5% |
| 3Y | -8.3% | +30.0% | -38.3% | -19.4% |
| 5Y | -11.3% | +28.4% | -39.7% | -22.2% |
| 10Y | +22.6% | +50.1% | -27.5% | -0.3% |
| All | +34,247.0% | +608.3% | +33,638.7% | +15,156.8% |
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 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