+3.1%
CTSH vs CRL
+86.4%
-83.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.8% | -10.6% | -4.0% |
| 7D | -0.6% | -6.1% | +5.5% | +0.3% |
| 30D | +13.4% | +12.4% | +1.0% | +10.4% |
| 3M | +14.4% | +27.1% | -12.7% | +8.5% |
| 6M | +27.7% | +85.7% | -58.0% | +11.4% |
| YTD | -20.6% | +69.2% | -89.8% | -29.7% |
| 1Y | -9.1% | +97.5% | -106.6% | -22.0% |
| 3Y | +3.1% | +86.1% | -83.0% | -16.8% |
| All | +3.1% | +86.4% | -83.3% | -16.8% |
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 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