+593.0%
BE vs CTSH
-11.0%
+604.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +4.4% |
| 7D | -14.7% | -0.6% | -14.1% | -14.8% |
| 30D | -40.5% | +13.4% | -53.9% | -44.1% |
| 3M | -24.3% | +14.4% | -38.8% | -30.2% |
| 6M | -39.3% | +27.7% | -67.0% | -49.6% |
| YTD | +99.4% | -20.6% | +120.0% | +112.4% |
| 1Y | +26.6% | -9.1% | +35.7% | +22.3% |
| 3Y | +1,616.9% | +3.1% | +1,613.9% | +1,352.7% |
| 5Y | +441.4% | -11.8% | +453.1% | +409.0% |
| All | +593.0% | -11.0% | +604.0% | +400.7% |
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