-25.3%
CCL vs CTSH
-14.6%
-10.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.4% |
| 7D | -0.1% | -5.5% | +5.3% | +1.2% |
| 30D | -20.0% | +4.5% | -24.5% | -21.0% |
| 3M | -13.7% | +13.7% | -27.4% | -16.6% |
| 6M | -9.0% | -8.4% | -0.6% | -3.0% |
| YTD | -22.8% | -26.5% | +3.7% | -8.2% |
| 1Y | -25.3% | -13.9% | -11.4% | -21.3% |
| All | -25.3% | -14.6% | -10.8% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling