-7.3%
CTSH vs CLF
-18.8%
+11.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.8% |
| 7D | -2.7% | +7.6% | -10.3% | -3.4% |
| 30D | +12.4% | -1.2% | +13.5% | +12.3% |
| 3M | +17.4% | -13.4% | +30.7% | +18.5% |
| 6M | -3.1% | +15.4% | -18.5% | -5.3% |
| YTD | -23.6% | -5.9% | -17.7% | -24.1% |
| 1Y | -10.8% | +18.8% | -29.6% | -14.9% |
| All | -7.3% | -18.8% | +11.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling