-14.8%
CTSH vs CRL
-37.4%
+22.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.2% | -3.2% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | +4.5% | +5.0% | -0.5% | +3.4% |
| 3M | +13.7% | +50.6% | -36.8% | +3.1% |
| 6M | -8.4% | +60.9% | -69.3% | -18.7% |
| YTD | -26.5% | +40.7% | -67.2% | -32.8% |
| 1Y | -13.9% | +73.3% | -87.2% | -25.3% |
| 3Y | -11.3% | +40.6% | -51.9% | -22.7% |
| 5Y | -14.8% | -37.0% | +22.1% | -17.0% |
| All | -14.8% | -37.4% | +22.6% | -17.0% |
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