-23.2%
C vs CTSH
+36,578.7%
-36,601.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.2% | -6.2% | -5.4% |
| 7D | -5.3% | +6.4% | -11.7% | -7.3% |
| 30D | -7.3% | +16.3% | -23.6% | -12.3% |
| 3M | -13.5% | +20.0% | -33.5% | -19.5% |
| 6M | -6.5% | +29.9% | -36.4% | -16.9% |
| YTD | +3.6% | -18.4% | +22.0% | +6.6% |
| 1Y | +18.9% | -8.9% | +27.8% | +17.9% |
| 3Y | +205.0% | +6.0% | +199.0% | +186.1% |
| 5Y | +109.4% | -9.3% | +118.6% | +104.3% |
| 10Y | +232.9% | +46.7% | +186.2% | +179.4% |
| All | -23.2% | +36,578.7% | -36,601.9% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling