+146.4%
CCL vs CTSH
+3.1%
+143.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.6% |
| 7D | +3.1% | -0.6% | +3.7% | +3.4% |
| 30D | +13.7% | +13.4% | +0.3% | +6.9% |
| 3M | +3.8% | +14.4% | -10.6% | -3.9% |
| 6M | +9.3% | +27.7% | -18.5% | -5.6% |
| YTD | -1.1% | -20.6% | +19.5% | +17.1% |
| 1Y | +14.6% | -9.1% | +23.7% | +21.8% |
| 3Y | +146.4% | +3.1% | +143.3% | +139.1% |
| All | +146.4% | +3.1% | +143.3% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling