+36,578.7%
CTSH vs CLF
+144.6%
+36,434.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -12.2% | +13.4% | +3.4% |
| 7D | +6.4% | -21.0% | +27.4% | +10.7% |
| 30D | +16.3% | -8.0% | +24.3% | +16.8% |
| 3M | +20.0% | -10.9% | +30.9% | +20.6% |
| 6M | +29.9% | +5.8% | +24.1% | +24.9% |
| YTD | -18.4% | -15.1% | -3.2% | -19.4% |
| 1Y | -8.9% | +7.2% | -16.1% | -14.0% |
| 3Y | +6.0% | -34.2% | +40.2% | +1.9% |
| 5Y | -9.3% | -49.6% | +40.3% | -11.9% |
| 10Y | +46.7% | +109.9% | -63.2% | -9.8% |
| All | +36,578.7% | +144.6% | +36,434.1% | +15,038.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling