-13.9%
CTSH vs CRL
+72.1%
-86.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.3% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | +4.5% | +5.0% | -0.5% | +3.6% |
| 3M | +13.7% | +50.6% | -36.8% | +4.0% |
| 6M | -8.4% | +60.9% | -69.3% | -17.6% |
| YTD | -26.5% | +40.7% | -67.2% | -31.6% |
| 1Y | -13.9% | +73.3% | -87.2% | -23.4% |
| All | -13.9% | +72.1% | -86.0% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling