-9.9%
CTSH vs CLBK
+62.9%
-72.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | +2.2% | -4.2% | -2.7% |
| 30D | +8.0% | +5.0% | +3.0% | +6.4% |
| 3M | +10.6% | +3.3% | +7.3% | +9.2% |
| 6M | +32.5% | +29.6% | +2.9% | +20.8% |
| YTD | -21.0% | +62.1% | -83.1% | -33.1% |
| 1Y | -9.9% | +64.3% | -74.3% | -24.8% |
| All | -9.9% | +62.9% | -72.8% | -24.8% |
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