-13.9%
CTSH vs CLBK
+28.0%
-42.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.3% |
| 7D | -2.3% | +1.8% | -4.1% | -2.8% |
| 30D | +7.4% | +5.1% | +2.3% | +5.9% |
| 3M | +10.9% | +5.2% | +5.8% | +9.2% |
| 6M | +24.7% | +28.6% | -3.9% | +15.7% |
| YTD | -22.0% | +61.4% | -83.4% | -32.3% |
| 1Y | -11.2% | +64.7% | -75.8% | -23.4% |
| 3Y | +3.9% | +55.1% | -51.3% | -11.2% |
| 5Y | -13.9% | +28.4% | -42.3% | -25.3% |
| All | -13.9% | +28.0% | -42.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling