-13.1%
CTSH vs CLBK
+67.9%
-81.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | +1.2% | -3.9% | -3.1% |
| 30D | +12.4% | +9.1% | +3.2% | +8.6% |
| 3M | +17.4% | +27.7% | -10.3% | +6.6% |
| 6M | -3.1% | +40.8% | -43.9% | -15.4% |
| YTD | -23.6% | +66.4% | -90.0% | -37.7% |
| 1Y | -10.8% | +72.4% | -83.2% | -28.5% |
| 3Y | -8.3% | +50.7% | -59.0% | -25.2% |
| 5Y | -11.3% | +42.9% | -54.3% | -30.4% |
| All | -13.1% | +67.9% | -81.0% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling