+31.8%
BA vs CTSH
+37.6%
-5.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.9% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -7.9% | +13.4% | -21.3% | -14.4% |
| 3M | -25.3% | +14.4% | -39.8% | -31.5% |
| 6M | -24.6% | +27.7% | -52.3% | -36.8% |
| YTD | -20.1% | -20.6% | +0.5% | -13.0% |
| 1Y | -11.8% | -9.1% | -2.6% | -12.0% |
| 3Y | -10.1% | +3.1% | -13.2% | -20.5% |
| 5Y | -22.7% | -11.8% | -11.0% | -26.4% |
| All | +31.8% | +37.6% | -5.9% | +0.5% |
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