+22.3%
BABA vs CTSH
+67.6%
-45.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.5% | +2.2% |
| 7D | +8.6% | +6.4% | +2.1% | +6.1% |
| 30D | -1.1% | +16.3% | -17.4% | -7.0% |
| 3M | -15.9% | +20.0% | -35.9% | -22.5% |
| 6M | -17.5% | +29.9% | -47.5% | -27.8% |
| YTD | -25.6% | -18.4% | -7.2% | -21.6% |
| 1Y | -33.8% | -8.9% | -25.0% | -33.8% |
| 3Y | +34.6% | +6.0% | +28.6% | +24.3% |
| 5Y | -27.7% | -9.3% | -18.4% | -29.2% |
| 10Y | +17.7% | +46.7% | -29.0% | -8.6% |
| All | +22.3% | +67.6% | -45.3% | -13.0% |
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