-15.8%
CTSH vs CRL
-12.1%
-3.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +1.4% | +11.9% | -10.5% | -1.7% |
| 3M | +7.5% | +20.2% | -12.7% | +2.2% |
| 6M | +39.6% | +107.5% | -68.0% | +15.9% |
| YTD | -22.3% | +69.4% | -91.7% | -32.6% |
| 1Y | -12.0% | +99.7% | -111.7% | -26.6% |
| 3Y | +1.8% | +98.8% | -97.0% | -19.6% |
| All | -15.8% | -12.1% | -3.7% | -18.7% |
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