+688.6%
CAT vs CTSH
+34.5%
+654.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | +7.4% | -2.1% | +9.6% | +8.1% |
| 30D | -19.7% | +1.4% | -21.1% | -20.6% |
| 3M | -29.6% | +7.5% | -37.1% | -32.5% |
| 6M | -33.2% | +39.6% | -72.8% | -44.0% |
| YTD | +5.7% | -22.3% | +28.0% | +13.9% |
| 1Y | +9.3% | -12.0% | +21.3% | +10.5% |
| 3Y | +158.3% | +1.8% | +156.5% | +141.1% |
| 5Y | +211.6% | -15.8% | +227.4% | +210.5% |
| All | +688.6% | +34.5% | +654.1% | +554.4% |
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 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