+25.5%
BA vs CTSH
+36.8%
-11.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +1.1% |
| 7D | -1.4% | -2.1% | +0.7% | -0.4% |
| 30D | -7.9% | +8.0% | -15.9% | -12.1% |
| 3M | -25.2% | +10.6% | -35.8% | -30.1% |
| 6M | -26.7% | +32.5% | -59.2% | -39.9% |
| YTD | -19.6% | -21.0% | +1.4% | -12.2% |
| 1Y | -10.6% | -9.9% | -0.7% | -10.4% |
| 3Y | -11.2% | +3.1% | -14.4% | -21.6% |
| 5Y | -20.4% | -13.4% | -7.0% | -23.2% |
| All | +25.5% | +36.8% | -11.3% | -4.6% |
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