+3,893.8%
CTSH vs CRL
+1,379.5%
+2,514.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -2.0% | -3.1% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +12.4% | +10.7% | +1.7% | +9.0% |
| 3M | +17.4% | +55.3% | -37.9% | +2.0% |
| 6M | -3.1% | +60.7% | -63.7% | -17.5% |
| YTD | -23.6% | +44.6% | -68.2% | -32.9% |
| 1Y | -10.8% | +77.7% | -88.6% | -27.0% |
| 3Y | -8.3% | +37.6% | -45.9% | -23.4% |
| 5Y | -11.3% | -35.8% | +24.5% | -9.1% |
| 10Y | +22.6% | +241.7% | -219.1% | -28.0% |
| All | +3,893.8% | +1,379.5% | +2,514.3% | +1,781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling