+174.4%
BAC vs CTSH
+34,958.1%
-34,783.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.8% |
| 7D | +2.0% | -2.3% | +4.3% | +2.6% |
| 30D | -6.9% | +7.4% | -14.4% | -9.3% |
| 3M | -19.6% | +10.9% | -30.5% | -22.8% |
| 6M | -0.5% | +24.7% | -25.1% | -9.1% |
| YTD | -6.6% | -22.0% | +15.4% | -2.6% |
| 1Y | -3.0% | -11.2% | +8.2% | -2.7% |
| 3Y | +97.3% | +3.9% | +93.5% | +87.6% |
| 5Y | +21.9% | -13.9% | +35.8% | +21.3% |
| 10Y | +251.7% | +37.8% | +213.9% | +205.4% |
| All | +174.4% | +34,958.1% | -34,783.6% | -4.6% |
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