-10.9%
CTSH vs CLF
-47.7%
+36.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -3.8% |
| 7D | -2.7% | +7.6% | -10.3% | -3.7% |
| 30D | +12.4% | -1.2% | +13.5% | +12.3% |
| 3M | +17.4% | -13.4% | +30.7% | +18.9% |
| 6M | -3.1% | +15.4% | -18.5% | -6.4% |
| YTD | -23.6% | -5.9% | -17.7% | -24.4% |
| 1Y | -10.8% | +18.8% | -29.6% | -16.5% |
| 3Y | -8.3% | -19.4% | +11.1% | -12.5% |
| All | -10.9% | -47.7% | +36.8% | -12.2% |
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