-13.8%
CTSH vs CLBK
+66.6%
-80.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -9.8% | -1.4% | -8.4% | -9.4% |
| 30D | +0.1% | +4.5% | -4.4% | -1.2% |
| 3M | +13.2% | +22.8% | -9.6% | +5.7% |
| 6M | -6.2% | +43.4% | -49.6% | -16.9% |
| YTD | -28.5% | +64.1% | -92.6% | -39.3% |
| 1Y | -13.8% | +67.6% | -81.3% | -28.3% |
| All | -13.8% | +66.6% | -80.3% | -28.3% |
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