+21.3%
BAC vs CTSH
-15.6%
+36.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | 0.0% |
| 7D | +1.5% | -4.2% | +5.7% | +2.8% |
| 30D | -6.4% | +3.9% | -10.3% | -7.9% |
| 3M | -21.7% | +10.2% | -31.8% | -25.0% |
| 6M | +0.5% | +35.3% | -34.8% | -12.1% |
| YTD | -6.7% | -21.8% | +15.1% | +2.0% |
| 1Y | -4.7% | -12.1% | +7.5% | -1.4% |
| 3Y | +96.1% | +2.0% | +94.0% | +85.9% |
| All | +21.3% | -15.6% | +36.9% | +23.5% |
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