+81.8%
CTSH vs CNH
+40.2%
+41.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +3.4% |
| 7D | +1.8% | +4.5% | -2.7% | +0.2% |
| 30D | +9.8% | +7.6% | +2.2% | +7.1% |
| 3M | +12.1% | +17.0% | -4.9% | +5.8% |
| 6M | +27.4% | +12.9% | +14.5% | +19.9% |
| YTD | -20.3% | +34.3% | -54.5% | -30.0% |
| 1Y | -8.8% | +28.5% | -37.3% | -18.9% |
| 3Y | +4.0% | +31.9% | -27.8% | -10.9% |
| 5Y | -12.2% | -9.6% | -2.6% | -17.4% |
| 10Y | +38.7% | +106.3% | -67.6% | -7.8% |
| All | +81.8% | +40.2% | +41.6% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling