+34.8%
CTSH vs CLF
+74.2%
-39.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -2.1% | +10.4% | -12.5% | -3.6% |
| 30D | +1.4% | +0.6% | +0.8% | +0.5% |
| 3M | +7.5% | +4.1% | +3.3% | +5.4% |
| 6M | +39.6% | +15.1% | +24.5% | +33.5% |
| YTD | -22.3% | -4.7% | -17.6% | -24.4% |
| 1Y | -12.0% | +20.4% | -32.3% | -17.5% |
| 3Y | +1.8% | -23.4% | +25.2% | -3.4% |
| 5Y | -15.8% | -43.3% | +27.4% | -19.0% |
| All | +34.8% | +74.2% | -39.3% | -4.9% |
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