-18.8%
CTSH vs CLBK
+64.7%
-83.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.4% |
| 7D | -8.2% | -1.5% | -6.7% | -7.7% |
| 30D | +0.4% | +6.7% | -6.3% | -2.1% |
| 3M | +10.6% | +21.2% | -10.6% | +2.5% |
| 6M | -8.8% | +42.0% | -50.8% | -20.7% |
| YTD | -28.6% | +63.3% | -91.9% | -41.3% |
| 1Y | -15.9% | +65.4% | -81.3% | -31.5% |
| 3Y | -13.9% | +52.5% | -66.3% | -30.2% |
| 5Y | -17.1% | +42.0% | -59.1% | -34.9% |
| All | -18.8% | +64.7% | -83.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling