+152.3%
ACN vs CTSH
+34.5%
+117.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.7% |
| 7D | -3.8% | -2.1% | -1.7% | -2.4% |
| 30D | +16.5% | +1.4% | +15.1% | +15.4% |
| 3M | +41.5% | +7.5% | +34.0% | +35.5% |
| 6M | +60.1% | +39.6% | +20.5% | +29.9% |
| YTD | -3.9% | -22.3% | +18.4% | +13.5% |
| 1Y | +4.1% | -12.0% | +16.0% | +13.9% |
| 3Y | -15.9% | +1.8% | -17.7% | -15.7% |
| 5Y | -26.3% | -15.8% | -10.5% | -18.8% |
| All | +152.3% | +34.5% | +117.8% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling