-1.5%
BAC vs CTSH
-7.5%
+6.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +3.8% |
| 7D | +1.5% | -0.9% | +2.4% | +1.6% |
| 30D | -4.4% | +13.1% | -17.5% | -5.0% |
| 3M | -17.5% | +17.9% | -35.4% | -18.4% |
| 6M | -0.1% | +28.5% | -28.5% | -2.1% |
| YTD | -4.6% | -19.3% | +14.7% | -0.2% |
| 1Y | -1.5% | -7.6% | +6.1% | +0.3% |
| All | -1.5% | -7.5% | +6.0% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling