+3,921.1%
CTSH vs CNQ
+5,432.5%
-1,511.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +3.7% | +6.2% | -2.5% | +1.8% |
| 3M | +17.9% | +12.4% | +5.6% | +13.8% |
| 6M | -2.6% | +9.0% | -11.7% | -5.9% |
| YTD | -26.4% | +52.2% | -78.6% | -35.5% |
| 1Y | -13.0% | +65.0% | -78.1% | -25.6% |
| 3Y | -11.2% | +78.8% | -90.0% | -27.5% |
| 5Y | -14.3% | +286.0% | -300.3% | -45.7% |
| 10Y | +24.8% | +420.7% | -396.0% | -36.6% |
| All | +3,921.1% | +5,432.5% | -1,511.4% | +1,027.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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