+34,958.1%
CTSH vs CPB
-2.1%
+34,960.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -2.3% | +3.3% | -5.5% | -3.0% |
| 30D | +7.4% | +19.0% | -11.6% | +3.2% |
| 3M | +10.9% | +0.4% | +10.5% | +10.6% |
| 6M | +24.7% | +13.0% | +11.7% | +21.1% |
| YTD | -22.0% | -12.7% | -9.3% | -20.1% |
| 1Y | -11.2% | -20.9% | +9.7% | -7.1% |
| 3Y | +3.9% | -35.4% | +39.2% | +12.2% |
| 5Y | -13.9% | -32.3% | +18.3% | -9.0% |
| 10Y | +37.8% | -40.5% | +78.3% | +44.8% |
| All | +34,958.1% | -2.1% | +34,960.2% | +32,328.2% |
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