+22.2%
CTSH vs CRH
+253.3%
-231.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | -3.7% | -6.1% | +2.4% | -1.2% |
| 30D | +3.7% | -9.3% | +13.0% | +7.7% |
| 3M | +17.9% | -15.2% | +33.1% | +25.3% |
| 6M | -2.6% | -14.2% | +11.6% | +1.8% |
| YTD | -26.4% | -28.3% | +1.8% | -17.1% |
| 1Y | -13.0% | -21.8% | +8.7% | -6.1% |
| 3Y | -11.2% | +71.6% | -82.8% | -35.3% |
| 5Y | -14.3% | +96.6% | -110.9% | -42.8% |
| All | +22.2% | +253.3% | -231.1% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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