-39.8%
BABA vs CTSH
-16.1%
-23.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -13.8% | -2.1% | -11.6% | -13.1% |
| 30D | -15.1% | +1.4% | -16.5% | -15.9% |
| 3M | -22.7% | +7.5% | -30.2% | -25.7% |
| 6M | -34.7% | +39.6% | -74.2% | -44.5% |
| YTD | -35.0% | -22.3% | -12.7% | -27.6% |
| 1Y | -40.4% | -12.0% | -28.5% | -38.2% |
| 3Y | +21.9% | +1.8% | +20.1% | +12.4% |
| All | -39.8% | -16.1% | -23.6% | -40.4% |
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 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