+4,270.0%
CAT vs CTSH
+35,575.5%
-31,305.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.5% |
| 7D | -10.3% | -0.6% | -9.7% | -10.3% |
| 30D | -31.2% | +13.4% | -44.6% | -33.3% |
| 3M | -34.7% | +14.4% | -49.1% | -37.1% |
| 6M | -39.5% | +27.7% | -67.2% | -44.1% |
| YTD | -1.7% | -20.6% | +19.0% | 0.0% |
| 1Y | -1.1% | -9.1% | +8.0% | -2.5% |
| 3Y | +143.9% | +3.1% | +140.8% | +134.0% |
| 5Y | +194.8% | -11.8% | +206.5% | +189.8% |
| 10Y | +739.8% | +42.7% | +697.1% | +642.5% |
| All | +4,270.0% | +35,575.5% | -31,305.4% | +2,010.6% |
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