-15.3%
CTSH vs CNH
-16.3%
+1.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.2% |
| 7D | -4.2% | +6.4% | -10.6% | -5.6% |
| 30D | +3.9% | -1.6% | +5.6% | +4.0% |
| 3M | +10.2% | +11.6% | -1.4% | +6.6% |
| 6M | +35.3% | +12.5% | +22.8% | +29.3% |
| YTD | -21.8% | +31.1% | -52.9% | -29.6% |
| 1Y | -12.1% | +17.0% | -29.1% | -18.2% |
| 3Y | +2.0% | +28.7% | -26.7% | -10.6% |
| 5Y | -15.3% | -17.4% | +2.1% | -15.4% |
| All | -15.3% | -16.3% | +1.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling