+28.2%
BABA vs CTSH
+56.9%
-28.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +2.6% |
| 7D | -4.8% | -2.7% | -2.1% | -3.8% |
| 30D | -11.9% | +12.4% | -24.3% | -16.0% |
| 3M | -9.3% | +17.4% | -26.6% | -15.9% |
| 6M | -14.2% | -3.1% | -11.2% | -14.9% |
| YTD | -22.0% | -23.6% | +1.5% | -15.0% |
| 1Y | -12.7% | -10.8% | -1.9% | -11.5% |
| 3Y | +26.7% | -8.3% | +35.0% | +25.3% |
| 5Y | -29.3% | -11.3% | -18.0% | -29.7% |
| 10Y | +21.2% | +22.6% | -1.4% | +1.6% |
| All | +28.2% | +56.9% | -28.8% | -5.7% |
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