+1.4%
CCL vs CTSH
-11.4%
+12.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.4% |
| 7D | -5.0% | -2.7% | -2.3% | -3.5% |
| 30D | -20.3% | +12.4% | -32.7% | -26.6% |
| 3M | -15.1% | +17.4% | -32.5% | -25.4% |
| 6M | -15.1% | -3.1% | -12.0% | -14.6% |
| YTD | -21.8% | -23.6% | +1.8% | -5.8% |
| 1Y | -24.8% | -10.8% | -14.0% | -20.8% |
| 3Y | +51.9% | -8.3% | +60.2% | +53.9% |
| All | +1.4% | -11.4% | +12.8% | +1.2% |
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 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