+32,047.6%
CTSH vs CRH
+1,310.1%
+30,737.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | -9.8% | -4.8% | -5.0% | -8.3% |
| 30D | +0.1% | -13.1% | +13.2% | +4.7% |
| 3M | +13.2% | -12.0% | +25.2% | +17.4% |
| 6M | -6.2% | -16.9% | +10.7% | -1.6% |
| YTD | -28.5% | -29.0% | +0.5% | -21.0% |
| 1Y | -13.8% | -20.3% | +6.6% | -8.7% |
| 3Y | -13.7% | +69.2% | -82.9% | -30.5% |
| 5Y | -16.7% | +94.6% | -111.3% | -36.9% |
| 10Y | +21.3% | +250.3% | -229.0% | -26.3% |
| All | +32,047.6% | +1,310.1% | +30,737.5% | +14,855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling