+641.7%
BE vs CTSH
-10.6%
+652.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.2% |
| 7D | -13.4% | +1.8% | -15.2% | -14.2% |
| 30D | -33.9% | +9.8% | -43.7% | -37.0% |
| 3M | -12.0% | +12.1% | -24.1% | -18.1% |
| 6M | -29.0% | +27.4% | -56.4% | -40.9% |
| YTD | +113.4% | -20.3% | +133.7% | +126.7% |
| 1Y | +33.2% | -8.8% | +42.0% | +28.4% |
| 3Y | +1,659.2% | +4.0% | +1,655.2% | +1,381.0% |
| 5Y | +461.4% | -12.2% | +473.6% | +430.0% |
| All | +641.7% | -10.6% | +652.3% | +434.4% |
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