-15.3%
CTSH vs CLF
-41.3%
+26.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -4.2% | +16.0% | -20.2% | -5.9% |
| 30D | +3.9% | +1.6% | +2.3% | +3.0% |
| 3M | +10.2% | +6.7% | +3.5% | +8.0% |
| 6M | +35.3% | +21.1% | +14.2% | +29.1% |
| YTD | -21.8% | -1.6% | -20.2% | -23.9% |
| 1Y | -12.1% | +18.5% | -30.6% | -17.0% |
| 3Y | +2.0% | -21.0% | +23.1% | -2.4% |
| 5Y | -15.3% | -41.4% | +26.1% | -19.0% |
| All | -15.3% | -41.3% | +26.0% | -19.0% |
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