+220.1%
C vs CTSH
+39.1%
+181.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.3% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | -5.4% | +7.4% | -12.8% | -9.6% |
| 3M | -9.2% | +10.9% | -20.1% | -15.6% |
| 6M | -1.8% | +24.7% | -26.5% | -17.0% |
| YTD | +6.7% | -22.0% | +28.7% | +16.7% |
| 1Y | +23.5% | -11.2% | +34.7% | +24.7% |
| 3Y | +219.8% | +3.9% | +215.9% | +187.6% |
| 5Y | +112.4% | -13.9% | +126.4% | +107.2% |
| 10Y | +220.1% | +37.8% | +182.3% | +147.4% |
| All | +220.1% | +39.1% | +181.0% | +147.4% |
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