-7.7%
CTSH vs CLBK
+57.4%
-65.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +1.2% | -3.9% | -3.0% |
| 30D | +12.4% | +9.1% | +3.2% | +9.5% |
| 3M | +17.4% | +27.7% | -10.3% | +9.2% |
| 6M | -3.1% | +40.8% | -43.9% | -12.5% |
| YTD | -23.6% | +66.4% | -90.0% | -34.3% |
| 1Y | -10.8% | +72.4% | -83.2% | -24.3% |
| All | -7.7% | +57.4% | -65.1% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling