-0.9%
BA vs CTSH
-11.4%
+10.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.9% |
| 7D | +1.2% | -2.7% | +3.9% | +1.9% |
| 30D | -11.6% | +12.4% | -24.0% | -14.8% |
| 3M | -2.4% | +17.4% | -19.7% | -7.8% |
| 6M | -6.6% | -3.1% | -3.5% | -5.8% |
| YTD | -2.2% | -23.6% | +21.3% | +7.5% |
| 1Y | -8.0% | -10.8% | +2.8% | -6.0% |
| 3Y | -5.0% | -8.3% | +3.3% | -6.0% |
| All | -0.9% | -11.4% | +10.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling