+15.7%
BABA vs CTSH
+39.6%
-23.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -3.3% |
| 7D | +2.4% | +1.8% | +0.5% | +1.7% |
| 30D | -7.8% | +9.8% | -17.6% | -11.3% |
| 3M | -22.4% | +12.1% | -34.5% | -26.6% |
| 6M | -26.0% | +27.4% | -53.4% | -34.6% |
| YTD | -29.3% | -20.3% | -9.0% | -24.5% |
| 1Y | -37.5% | -8.8% | -28.7% | -37.4% |
| 3Y | +31.9% | +4.0% | +27.9% | +22.6% |
| 5Y | -33.4% | -12.2% | -21.2% | -34.1% |
| 10Y | +15.7% | +38.7% | -23.0% | -2.1% |
| All | +15.7% | +39.6% | -23.9% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling