+582.9%
CEG vs CTSH
-19.9%
+602.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.7% | +12.2% | +10.7% |
| 7D | +7.3% | -2.3% | +9.6% | +7.5% |
| 30D | -7.4% | +7.4% | -14.8% | -8.9% |
| 3M | +2.5% | +10.9% | -8.5% | -0.4% |
| 6M | -8.8% | +24.7% | -33.4% | -13.9% |
| YTD | -21.5% | -22.0% | +0.5% | -14.9% |
| 1Y | -22.5% | -11.2% | -11.4% | -20.4% |
| 3Y | +133.3% | +3.9% | +129.5% | +124.2% |
| All | +582.9% | -19.9% | +602.8% | +607.4% |
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