-41.0%
CCL vs CTSH
+18.8%
-59.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | +1.4% |
| 7D | -0.1% | -5.5% | +5.3% | +3.8% |
| 30D | -20.0% | +4.5% | -24.5% | -23.0% |
| 3M | -13.7% | +13.7% | -27.4% | -24.0% |
| 6M | -9.0% | -8.4% | -0.6% | -6.8% |
| YTD | -22.8% | -26.5% | +3.7% | -7.3% |
| 1Y | -25.3% | -13.9% | -11.4% | -21.2% |
| 3Y | +54.1% | -11.3% | +65.4% | +57.3% |
| 5Y | +3.5% | -14.8% | +18.3% | +9.0% |
| 10Y | -41.0% | +22.5% | -63.6% | -49.1% |
| All | -41.0% | +18.8% | -59.8% | -49.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling