-19.5%
C vs CTSH
+35,415.6%
-35,435.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.4% | -2.1% | +1.6% | +0.2% |
| 30D | -5.3% | +8.0% | -13.3% | -8.2% |
| 3M | -8.0% | +10.6% | -18.6% | -12.1% |
| 6M | -0.3% | +32.5% | -32.8% | -12.0% |
| YTD | +8.6% | -21.0% | +29.6% | +12.9% |
| 1Y | +25.8% | -9.9% | +35.7% | +25.1% |
| 3Y | +221.2% | +3.1% | +218.0% | +203.8% |
| 5Y | +113.6% | -13.4% | +127.0% | +111.5% |
| 10Y | +218.3% | +37.1% | +181.2% | +172.8% |
| All | -19.5% | +35,415.6% | -35,435.1% | -72.4% |
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 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