-7.7%
CTSH vs CRL
+42.4%
-50.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -2.0% | -3.3% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +12.4% | +10.7% | +1.7% | +10.1% |
| 3M | +17.4% | +55.3% | -37.9% | +6.8% |
| 6M | -3.1% | +60.7% | -63.7% | -12.9% |
| YTD | -23.6% | +44.6% | -68.2% | -29.9% |
| 1Y | -10.8% | +77.7% | -88.6% | -21.8% |
| All | -7.7% | +42.4% | -50.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling