-21.9%
BA vs CTSH
-13.5%
-8.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | -9.5% | +7.4% | -16.9% | -11.6% |
| 3M | -26.5% | +10.9% | -37.4% | -29.2% |
| 6M | -27.4% | +24.7% | -52.0% | -33.3% |
| YTD | -20.6% | -22.0% | +1.4% | -13.7% |
| 1Y | -11.4% | -11.2% | -0.3% | -9.1% |
| 3Y | -10.8% | +3.9% | -14.7% | -16.9% |
| 5Y | -21.9% | -13.9% | -8.0% | -22.5% |
| All | -21.9% | -13.5% | -8.4% | -22.5% |
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