-12.1%
CTSH vs CLF
-51.2%
+39.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -2.9% |
| 7D | -0.6% | -19.6% | +19.0% | +1.8% |
| 30D | +13.4% | -5.0% | +18.4% | +13.2% |
| 3M | +14.4% | -6.3% | +20.7% | +14.0% |
| 6M | +27.7% | +2.8% | +24.9% | +24.4% |
| YTD | -20.6% | -13.7% | -6.9% | -21.4% |
| 1Y | -9.1% | +13.6% | -22.7% | -13.9% |
| 3Y | +3.1% | -34.0% | +37.1% | +1.3% |
| All | -12.1% | -51.2% | +39.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling