+1,008.9%
BE vs CTSH
-17.6%
+1,026.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -3.8% | +13.5% | +11.2% |
| 7D | +29.8% | -5.5% | +35.2% | +32.4% |
| 30D | +26.4% | +4.5% | +21.9% | +23.2% |
| 3M | +9.3% | +13.7% | -4.4% | -0.9% |
| 6M | +105.1% | -8.4% | +113.5% | +105.3% |
| YTD | +219.0% | -26.5% | +245.5% | +256.7% |
| 1Y | +418.8% | -13.9% | +432.7% | +417.1% |
| 3Y | +1,784.6% | -11.3% | +1,795.9% | +1,669.8% |
| 5Y | +1,251.0% | -14.8% | +1,265.8% | +1,192.0% |
| All | +1,008.9% | -17.6% | +1,026.5% | +740.8% |
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