-12.2%
CTSH vs CNH
-9.2%
-3.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.1% |
| 7D | +1.8% | +4.5% | -2.7% | +0.7% |
| 30D | +9.8% | +7.6% | +2.2% | +7.8% |
| 3M | +12.1% | +17.0% | -4.9% | +7.4% |
| 6M | +27.4% | +12.9% | +14.5% | +21.8% |
| YTD | -20.3% | +34.3% | -54.5% | -28.5% |
| 1Y | -8.8% | +28.5% | -37.3% | -17.2% |
| 3Y | +4.0% | +31.9% | -27.8% | -9.2% |
| 5Y | -12.2% | -9.6% | -2.6% | -15.3% |
| All | -12.2% | -9.2% | -3.0% | -15.3% |
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