-7.6%
CTSH vs CLF
+12.5%
-20.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.2% | +12.2% | +3.3% |
| 7D | -0.9% | -7.9% | +7.0% | -0.7% |
| 30D | +13.1% | +5.2% | +7.8% | +12.2% |
| 3M | +17.9% | +4.3% | +13.6% | +16.9% |
| 6M | +28.5% | +25.3% | +3.2% | +24.5% |
| YTD | -19.3% | -3.3% | -16.0% | -19.6% |
| 1Y | -7.6% | +20.2% | -27.8% | -10.5% |
| All | -7.6% | +12.5% | -20.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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