+201.5%
CAT vs CTSH
-8.2%
+209.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.9% |
| 7D | +1.7% | -2.7% | +4.4% | +1.8% |
| 30D | -6.6% | +12.4% | -18.9% | -7.3% |
| 3M | -13.3% | +17.4% | -30.7% | -12.2% |
| 6M | +11.6% | -3.1% | +14.7% | +20.6% |
| YTD | +42.9% | -23.6% | +66.5% | +71.7% |
| 1Y | +95.4% | -10.8% | +106.3% | +113.4% |
| All | +201.5% | -8.2% | +209.7% | +222.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling