+22.6%
CTSH vs CNH
+165.6%
-143.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.7% | -4.7% |
| 7D | -2.7% | +23.3% | -26.0% | -8.6% |
| 30D | +12.4% | +33.5% | -21.1% | +2.9% |
| 3M | +17.4% | +32.7% | -15.3% | +6.8% |
| 6M | -3.1% | +22.2% | -25.3% | -10.6% |
| YTD | -23.6% | +57.7% | -81.3% | -35.4% |
| 1Y | -10.8% | +28.0% | -38.8% | -19.6% |
| 3Y | -8.3% | +11.5% | -19.8% | -16.1% |
| 5Y | -11.3% | +11.9% | -23.2% | -21.3% |
| All | +22.6% | +165.6% | -143.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling