+18.0%
BAC vs CTSH
-11.9%
+29.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | +0.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -7.7% | +13.4% | -21.1% | -11.6% |
| 3M | -21.2% | +14.4% | -35.6% | -25.4% |
| 6M | -6.8% | +27.7% | -34.6% | -16.4% |
| YTD | -8.7% | -20.6% | +11.9% | -0.7% |
| 1Y | -5.3% | -9.1% | +3.8% | -3.3% |
| 3Y | +87.4% | +3.1% | +84.4% | +77.4% |
| All | +18.0% | -11.9% | +29.9% | +18.1% |
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