+37.1%
CTSH vs CPB
-40.1%
+77.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -2.1% | -4.1% | +2.0% | -1.3% |
| 30D | +8.0% | +16.9% | -9.0% | +5.2% |
| 3M | +10.6% | -0.6% | +11.1% | +10.4% |
| 6M | +32.5% | +11.4% | +21.1% | +30.2% |
| YTD | -21.0% | -14.8% | -6.1% | -19.6% |
| 1Y | -9.9% | -24.8% | +14.9% | -6.9% |
| 3Y | +3.1% | -36.6% | +39.7% | +8.2% |
| 5Y | -13.4% | -33.3% | +19.9% | -9.8% |
| 10Y | +37.1% | -40.4% | +77.5% | +55.8% |
| All | +37.1% | -40.1% | +77.3% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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