+707.7%
BE vs CTSH
-12.3%
+720.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.2% |
| 7D | +20.5% | -4.2% | +24.7% | +22.2% |
| 30D | -23.4% | +3.9% | -27.3% | -25.4% |
| 3M | -14.9% | +10.2% | -25.0% | -20.3% |
| 6M | -28.1% | +35.3% | -63.4% | -42.3% |
| YTD | +132.4% | -21.8% | +154.2% | +148.6% |
| 1Y | +59.4% | -12.1% | +71.5% | +56.8% |
| 3Y | +1,815.8% | +2.0% | +1,813.8% | +1,523.7% |
| 5Y | +491.3% | -15.3% | +506.6% | +469.1% |
| All | +707.7% | -12.3% | +720.1% | +485.9% |
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