+207.0%
C vs CTSH
+34.5%
+172.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +4.2% | -2.1% | +6.3% | +5.2% |
| 30D | +2.0% | +1.4% | +0.6% | +0.4% |
| 3M | -10.1% | +7.5% | -17.6% | -15.2% |
| 6M | +1.0% | +39.6% | -38.6% | -19.9% |
| YTD | +8.5% | -22.3% | +30.8% | +18.8% |
| 1Y | +25.7% | -12.0% | +37.7% | +27.6% |
| 3Y | +216.0% | +1.8% | +214.2% | +187.5% |
| 5Y | +112.3% | -15.8% | +128.1% | +110.0% |
| All | +207.0% | +34.5% | +172.5% | +138.3% |
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