-28.3%
BABA vs CTSH
-11.9%
-16.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.2% |
| 7D | +11.6% | -0.6% | +12.2% | +11.9% |
| 30D | +2.3% | +13.4% | -11.1% | -2.7% |
| 3M | -13.7% | +14.4% | -28.1% | -18.9% |
| 6M | -21.9% | +27.7% | -49.6% | -30.8% |
| YTD | -24.6% | -20.6% | -4.0% | -16.7% |
| 1Y | -34.1% | -9.1% | -25.0% | -32.6% |
| 3Y | +36.3% | +3.1% | +33.2% | +25.4% |
| All | -28.3% | -11.9% | -16.4% | -31.6% |
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