+681.4%
BA vs CTSH
+34,247.0%
-33,565.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.7% |
| 7D | +1.2% | -2.7% | +3.9% | +1.8% |
| 30D | -11.6% | +12.4% | -24.0% | -14.2% |
| 3M | -2.4% | +17.4% | -19.7% | -6.9% |
| 6M | -6.6% | -3.1% | -3.5% | -7.3% |
| YTD | -2.2% | -23.6% | +21.3% | +2.2% |
| 1Y | -8.0% | -10.8% | +2.8% | -7.7% |
| 3Y | -5.0% | -8.3% | +3.3% | -5.6% |
| 5Y | -2.7% | -11.3% | +8.6% | -3.2% |
| 10Y | +75.9% | +22.6% | +53.3% | +64.7% |
| All | +681.4% | +34,247.0% | -33,565.6% | +199.4% |
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