-22.1%
BA vs CTSH
-11.9%
-10.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -7.9% | +13.4% | -21.3% | -11.5% |
| 3M | -25.3% | +14.4% | -39.8% | -28.7% |
| 6M | -24.6% | +27.7% | -52.3% | -31.2% |
| YTD | -20.1% | -20.6% | +0.5% | -13.6% |
| 1Y | -11.8% | -9.1% | -2.6% | -10.1% |
| 3Y | -10.1% | +3.1% | -13.2% | -15.6% |
| All | -22.1% | -11.9% | -10.3% | -23.5% |
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 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