-12.1%
CTSH vs CLBK
+62.6%
-74.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.7% |
| 7D | -4.2% | +2.5% | -6.6% | -4.9% |
| 30D | +3.9% | +3.7% | +0.3% | +2.8% |
| 3M | +10.2% | -3.3% | +13.4% | +11.0% |
| 6M | +35.3% | +29.6% | +5.6% | +23.1% |
| YTD | -21.8% | +60.3% | -82.1% | -33.7% |
| 1Y | -12.1% | +63.4% | -75.6% | -26.9% |
| All | -12.1% | +62.6% | -74.7% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling