+37.1%
CTSH vs CLF
+83.8%
-46.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.2% |
| 7D | -2.1% | +2.3% | -4.4% | -2.6% |
| 30D | +8.0% | +1.9% | +6.0% | +6.8% |
| 3M | +10.6% | +5.9% | +4.7% | +8.3% |
| 6M | +32.5% | +16.9% | +15.6% | +26.5% |
| YTD | -21.0% | -1.1% | -19.9% | -23.5% |
| 1Y | -9.9% | +28.8% | -38.7% | -16.5% |
| 3Y | +3.1% | -20.6% | +23.7% | -2.6% |
| 5Y | -13.4% | -41.5% | +28.1% | -17.0% |
| 10Y | +37.1% | +87.5% | -50.4% | -3.7% |
| All | +37.1% | +83.8% | -46.6% | -3.7% |
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