+223.5%
C vs CTSH
+37.6%
+185.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -6.0% | +13.4% | -19.4% | -12.5% |
| 3M | -10.5% | +14.4% | -25.0% | -18.1% |
| 6M | -5.7% | +27.7% | -33.4% | -21.1% |
| YTD | +4.1% | -20.6% | +24.7% | +13.0% |
| 1Y | +20.5% | -9.1% | +29.6% | +20.3% |
| 3Y | +208.1% | +3.1% | +205.0% | +179.4% |
| 5Y | +110.4% | -11.8% | +122.2% | +102.7% |
| All | +223.5% | +37.6% | +185.9% | +150.7% |
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 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