+712.5%
CAT vs CTSH
+39.1%
+673.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.8% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -25.0% | +7.4% | -32.4% | -27.3% |
| 3M | -28.7% | +10.9% | -39.7% | -32.4% |
| 6M | -33.0% | +24.7% | -57.6% | -40.9% |
| YTD | +5.4% | -22.0% | +27.4% | +13.5% |
| 1Y | +7.3% | -11.2% | +18.4% | +8.0% |
| 3Y | +166.0% | +3.9% | +162.2% | +146.2% |
| 5Y | +210.1% | -13.9% | +224.0% | +205.8% |
| 10Y | +712.5% | +37.8% | +674.7% | +572.7% |
| All | +712.5% | +39.1% | +673.4% | +572.7% |
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