-36.3%
CAT vs CTSH
+17.7%
-54.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.5% | -6.1% |
| 7D | -14.5% | +6.4% | -20.9% | -13.1% |
| 30D | -35.7% | +16.3% | -52.0% | -32.0% |
| 3M | -36.3% | +20.0% | -56.3% | -30.2% |
| All | -36.3% | +17.7% | -54.0% | -30.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling