+6,252.1%
CAT vs CTSH
+34,247.0%
-27,994.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +2.5% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | -6.6% | +12.4% | -18.9% | -9.1% |
| 3M | -13.3% | +17.4% | -30.7% | -17.5% |
| 6M | +11.6% | -3.1% | +14.7% | +9.8% |
| YTD | +42.9% | -23.6% | +66.5% | +47.6% |
| 1Y | +95.4% | -10.8% | +106.3% | +94.8% |
| 3Y | +196.6% | -8.3% | +204.9% | +193.7% |
| 5Y | +321.7% | -11.3% | +333.0% | +316.9% |
| 10Y | +1,140.8% | +22.6% | +1,118.2% | +1,034.1% |
| All | +6,252.1% | +34,247.0% | -27,994.9% | +3,013.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling