+535.1%
BA vs CTSH
+36,578.7%
-36,043.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.8% |
| 7D | -0.1% | +6.4% | -6.5% | -1.6% |
| 30D | -9.1% | +16.3% | -25.4% | -12.5% |
| 3M | -28.2% | +20.0% | -48.2% | -31.5% |
| 6M | -23.1% | +29.9% | -53.1% | -28.9% |
| YTD | -20.6% | -18.4% | -2.2% | -18.5% |
| 1Y | -12.7% | -8.9% | -3.8% | -12.9% |
| 3Y | -11.6% | +6.0% | -17.6% | -15.4% |
| 5Y | -23.1% | -9.3% | -13.9% | -24.2% |
| 10Y | +34.4% | +46.7% | -12.4% | +21.2% |
| All | +535.1% | +36,578.7% | -36,043.6% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling