+22.8%
CCL vs CTSH
-11.9%
+34.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +2.1% |
| 7D | +3.1% | -0.6% | +3.7% | +3.5% |
| 30D | +13.7% | +13.4% | +0.3% | +4.0% |
| 3M | +3.8% | +14.4% | -10.6% | -7.0% |
| 6M | +9.3% | +27.7% | -18.5% | -11.8% |
| YTD | -1.1% | -20.6% | +19.5% | +14.4% |
| 1Y | +14.6% | -9.1% | +23.7% | +18.1% |
| 3Y | +146.4% | +3.1% | +143.3% | +123.3% |
| All | +22.8% | -11.9% | +34.7% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling