-30.1%
BABA vs CTSH
-13.5%
-16.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | +3.8% | -2.3% | +6.1% | +4.6% |
| 30D | -5.4% | +7.4% | -12.8% | -8.2% |
| 3M | -17.9% | +10.9% | -28.9% | -22.0% |
| 6M | -24.1% | +24.7% | -48.7% | -32.1% |
| YTD | -27.4% | -22.0% | -5.5% | -19.3% |
| 1Y | -36.1% | -11.2% | -24.9% | -34.0% |
| 3Y | +35.4% | +3.9% | +31.5% | +23.4% |
| 5Y | -30.1% | -13.9% | -16.2% | -32.5% |
| All | -30.1% | -13.5% | -16.6% | -32.5% |
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