-10.5%
CTSH vs CPB
-33.1%
+22.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.5% |
| 7D | -2.7% | -8.6% | +5.9% | 0.0% |
| 30D | +12.4% | -7.2% | +19.6% | +14.8% |
| 3M | +17.4% | +0.9% | +16.5% | +17.3% |
| 6M | -3.1% | -11.8% | +8.7% | -0.5% |
| YTD | -23.6% | -19.4% | -4.2% | -20.1% |
| All | -10.5% | -33.1% | +22.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling