+4,048.3%
CTSH vs CRL
+1,630.9%
+2,417.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.8% | -10.6% | -5.0% |
| 7D | -0.6% | -6.1% | +5.5% | +0.7% |
| 30D | +13.4% | +12.4% | +1.0% | +8.6% |
| 3M | +14.4% | +27.1% | -12.7% | +5.2% |
| 6M | +27.7% | +85.7% | -58.0% | +3.6% |
| YTD | -20.6% | +69.2% | -89.8% | -34.3% |
| 1Y | -9.1% | +97.5% | -106.6% | -28.3% |
| 3Y | +3.1% | +86.1% | -83.0% | -22.3% |
| 5Y | -11.8% | -10.0% | -1.7% | -19.2% |
| 10Y | +42.7% | +395.0% | -352.3% | -25.5% |
| All | +4,048.3% | +1,630.9% | +2,417.4% | +1,742.4% |
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