+216.0%
C vs CTSH
+1.7%
+214.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +4.2% | -2.1% | +6.3% | +4.6% |
| 30D | +2.0% | +1.4% | +0.6% | +1.3% |
| 3M | -10.1% | +7.5% | -17.6% | -12.2% |
| 6M | +1.0% | +39.6% | -38.6% | -9.6% |
| YTD | +8.5% | -22.3% | +30.8% | +23.4% |
| 1Y | +25.7% | -12.0% | +37.7% | +34.0% |
| 3Y | +216.0% | +1.8% | +214.2% | +222.9% |
| All | +216.0% | +1.7% | +214.3% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling