+911.5%
BE vs CTSH
-14.3%
+925.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.6% | +11.0% | +8.8% |
| 7D | +20.0% | -2.7% | +22.7% | +21.2% |
| 30D | +7.9% | +12.4% | -4.4% | +2.1% |
| 3M | -13.2% | +17.4% | -30.6% | -22.1% |
| 6M | +53.5% | -3.1% | +56.5% | +49.6% |
| YTD | +191.0% | -23.6% | +214.6% | +220.8% |
| 1Y | +360.5% | -10.8% | +371.3% | +353.9% |
| 3Y | +1,568.0% | -8.3% | +1,576.3% | +1,450.8% |
| 5Y | +1,055.2% | -11.3% | +1,066.5% | +987.8% |
| All | +911.5% | -14.3% | +925.8% | +656.2% |
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