+22.6%
CTSH vs CLF
+127.2%
-104.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.9% |
| 7D | -2.7% | +7.6% | -10.3% | -3.8% |
| 30D | +12.4% | -1.2% | +13.5% | +12.3% |
| 3M | +17.4% | -13.4% | +30.7% | +18.8% |
| 6M | -3.1% | +15.4% | -18.5% | -6.7% |
| YTD | -23.6% | -5.9% | -17.7% | -24.6% |
| 1Y | -10.8% | +18.8% | -29.6% | -16.6% |
| 3Y | -8.3% | -19.4% | +11.1% | -12.9% |
| 5Y | -11.3% | -47.7% | +36.4% | -12.9% |
| All | +22.6% | +127.2% | -104.6% | -12.1% |
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