-1.1%
CAT vs CTSH
-11.5%
+10.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | 0.0% |
| 7D | -10.3% | -0.6% | -9.7% | -10.4% |
| 30D | -31.2% | +13.4% | -44.6% | -27.6% |
| 3M | -34.7% | +14.4% | -49.1% | -30.5% |
| 6M | -39.5% | +27.7% | -67.2% | -30.0% |
| YTD | -1.7% | -20.6% | +19.0% | +13.1% |
| 1Y | -1.1% | -9.1% | +8.0% | +9.3% |
| All | -1.1% | -11.5% | +10.4% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling