+391.8%
BAC vs CTSH
+18.8%
+373.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +1.3% |
| 7D | +1.2% | -5.5% | +6.6% | +3.8% |
| 30D | -0.7% | +4.5% | -5.2% | -3.2% |
| 3M | +16.9% | +13.7% | +3.2% | +7.6% |
| 6M | +29.6% | -8.4% | +38.0% | +32.1% |
| YTD | +15.3% | -26.5% | +41.8% | +30.6% |
| 1Y | +28.8% | -13.9% | +42.8% | +33.1% |
| 3Y | +136.4% | -11.3% | +147.7% | +136.3% |
| 5Y | +72.9% | -14.8% | +87.8% | +72.1% |
| 10Y | +391.8% | +22.5% | +369.2% | +306.0% |
| All | +391.8% | +18.8% | +373.0% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling