+387.2%
BE vs CTSH
-11.9%
+399.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.6% |
| 7D | -14.7% | -0.6% | -14.1% | -14.7% |
| 30D | -40.5% | +13.4% | -53.9% | -41.3% |
| 3M | -24.3% | +14.4% | -38.8% | -25.8% |
| 6M | -39.3% | +27.7% | -67.0% | -42.1% |
| YTD | +99.4% | -20.6% | +120.0% | +130.1% |
| 1Y | +26.6% | -9.1% | +35.7% | +34.1% |
| 3Y | +1,616.9% | +3.1% | +1,613.9% | +1,482.8% |
| All | +387.2% | -11.9% | +399.0% | +384.8% |
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 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