+104.3%
CEG vs CTSH
+3.1%
+101.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +4.3% |
| 7D | -4.7% | -0.6% | -4.1% | -4.7% |
| 30D | -16.6% | +13.4% | -30.0% | -17.2% |
| 3M | -4.1% | +14.4% | -18.6% | -5.2% |
| 6M | -22.3% | +27.7% | -50.0% | -23.8% |
| YTD | -28.9% | -20.6% | -8.3% | -20.7% |
| 1Y | -28.5% | -9.1% | -19.3% | -25.1% |
| 3Y | +104.3% | +3.1% | +101.2% | +91.1% |
| All | +104.3% | +3.1% | +101.2% | +91.1% |
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