+35.7%
CTSH vs CRL
+354.1%
-318.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | -4.2% | +8.9% | -13.1% | -6.8% |
| 30D | +3.9% | +14.0% | -10.0% | -1.1% |
| 3M | +10.2% | +19.8% | -9.7% | +2.8% |
| 6M | +35.3% | +102.0% | -66.7% | +5.7% |
| YTD | -21.8% | +70.8% | -92.7% | -36.1% |
| 1Y | -12.1% | +98.7% | -110.9% | -31.7% |
| 3Y | +2.0% | +98.2% | -96.1% | -26.5% |
| 5Y | -15.3% | -11.7% | -3.6% | -18.5% |
| All | +35.7% | +354.1% | -318.4% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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