-28.5%
CCL vs CTSH
+39.1%
-67.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +5.4% |
| 7D | +3.1% | -2.3% | +5.3% | +4.7% |
| 30D | +17.5% | +7.4% | +10.1% | +10.2% |
| 3M | +6.8% | +10.9% | -4.1% | -4.0% |
| 6M | +18.7% | +24.7% | -5.9% | -6.1% |
| YTD | +3.0% | -22.0% | +25.0% | +16.5% |
| 1Y | +17.7% | -11.2% | +28.9% | +19.5% |
| 3Y | +155.6% | +3.9% | +151.8% | +124.4% |
| 5Y | +30.2% | -13.9% | +44.1% | +33.4% |
| 10Y | -28.5% | +37.8% | -66.3% | -43.2% |
| All | -28.5% | +39.1% | -67.6% | -43.2% |
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 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