+38.7%
CTSH vs CLF
+82.3%
-43.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +1.5% |
| 7D | +1.8% | -9.1% | +10.9% | +2.9% |
| 30D | +9.8% | -0.9% | +10.7% | +9.0% |
| 3M | +12.1% | +3.0% | +9.2% | +10.2% |
| 6M | +27.4% | +16.7% | +10.7% | +21.6% |
| YTD | -20.3% | -3.2% | -17.1% | -22.5% |
| 1Y | -8.8% | +24.6% | -33.4% | -15.0% |
| 3Y | +4.0% | -22.3% | +26.3% | -1.5% |
| 5Y | -12.2% | -41.2% | +29.0% | -15.9% |
| 10Y | +38.7% | +83.5% | -44.8% | -2.2% |
| All | +38.7% | +82.3% | -43.6% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling