+130.7%
C vs CTSH
-11.4%
+142.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.9% |
| 7D | +3.6% | -2.7% | +6.3% | +4.6% |
| 30D | +0.1% | +12.4% | -12.3% | -4.1% |
| 3M | +2.4% | +17.4% | -14.9% | -4.1% |
| 6M | +24.9% | -3.1% | +28.0% | +26.6% |
| YTD | +19.8% | -23.6% | +43.4% | +34.6% |
| 1Y | +44.9% | -10.8% | +55.7% | +50.0% |
| 3Y | +263.0% | -8.3% | +271.3% | +268.1% |
| All | +130.7% | -11.4% | +142.1% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling