-9.9%
CTSH vs CRL
+101.9%
-111.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.1% | +5.0% | -7.1% | -2.7% |
| 30D | +8.0% | +13.5% | -5.6% | +4.9% |
| 3M | +10.6% | +21.5% | -10.9% | +5.8% |
| 6M | +32.5% | +103.4% | -70.9% | +9.9% |
| YTD | -21.0% | +71.8% | -92.8% | -29.4% |
| 1Y | -9.9% | +97.5% | -107.4% | -24.5% |
| All | -9.9% | +101.9% | -111.8% | -24.5% |
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