+37.8%
CTSH vs CRL
+400.8%
-363.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -3.1% |
| 7D | -2.3% | +4.4% | -6.7% | -4.0% |
| 30D | +7.4% | +17.1% | -9.6% | +1.5% |
| 3M | +10.9% | +32.1% | -21.2% | +0.5% |
| 6M | +24.7% | +98.9% | -74.3% | -1.9% |
| YTD | -22.0% | +77.1% | -99.1% | -36.9% |
| 1Y | -11.2% | +110.3% | -121.4% | -32.1% |
| 3Y | +3.9% | +108.5% | -104.6% | -26.4% |
| 5Y | -13.9% | -7.9% | -6.1% | -18.3% |
| 10Y | +37.8% | +368.9% | -331.2% | -30.8% |
| All | +37.8% | +400.8% | -363.1% | -30.8% |
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