-12.1%
CTSH vs CRL
-10.4%
-1.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.8% | -10.6% | -4.3% |
| 7D | -0.6% | -6.1% | +5.5% | +0.4% |
| 30D | +13.4% | +12.4% | +1.0% | +9.8% |
| 3M | +14.4% | +27.1% | -12.7% | +7.5% |
| 6M | +27.7% | +85.7% | -58.0% | +9.0% |
| YTD | -20.6% | +69.2% | -89.8% | -31.1% |
| 1Y | -9.1% | +97.5% | -106.6% | -24.0% |
| 3Y | +3.1% | +86.1% | -83.0% | -17.0% |
| All | -12.1% | -10.4% | -1.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling