+34,247.0%
CTSH vs CPB
-9.6%
+34,256.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -2.8% |
| 7D | -2.7% | -8.6% | +5.9% | -0.8% |
| 30D | +12.4% | -7.2% | +19.6% | +14.2% |
| 3M | +17.4% | +0.9% | +16.5% | +17.0% |
| 6M | -3.1% | -11.8% | +8.7% | -0.6% |
| YTD | -23.6% | -19.4% | -4.2% | -20.1% |
| 1Y | -10.8% | -30.4% | +19.6% | -4.1% |
| 3Y | -8.3% | -40.2% | +31.9% | +0.8% |
| 5Y | -11.3% | -39.5% | +28.2% | -3.7% |
| 10Y | +22.6% | -47.4% | +70.0% | +32.8% |
| All | +34,247.0% | -9.6% | +34,256.6% | +32,290.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling