+291.9%
C vs CTSH
+21.9%
+269.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.5% |
| 7D | +3.6% | -2.7% | +6.3% | +5.0% |
| 30D | +0.1% | +12.4% | -12.3% | -5.9% |
| 3M | +2.4% | +17.4% | -14.9% | -7.7% |
| 6M | +24.9% | -3.1% | +28.0% | +23.5% |
| YTD | +19.8% | -23.6% | +43.4% | +34.0% |
| 1Y | +44.9% | -10.8% | +55.7% | +47.3% |
| 3Y | +263.0% | -8.3% | +271.3% | +258.3% |
| 5Y | +129.5% | -11.3% | +140.8% | +123.3% |
| All | +291.9% | +21.9% | +269.9% | +216.2% |
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 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