-10.9%
CTSH vs CPB
-39.5%
+28.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.9% |
| 7D | -2.7% | -8.6% | +5.9% | -0.9% |
| 30D | +12.4% | -7.2% | +19.6% | +14.1% |
| 3M | +17.4% | +0.9% | +16.5% | +17.2% |
| 6M | -3.1% | -11.8% | +8.7% | -1.0% |
| YTD | -23.6% | -19.4% | -4.2% | -20.7% |
| 1Y | -10.8% | -30.4% | +19.6% | -5.3% |
| 3Y | -8.3% | -40.2% | +31.9% | -1.1% |
| All | -10.9% | -39.5% | +28.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling