+593.1%
CEG vs CTSH
-20.2%
+613.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.7% |
| 7D | +12.1% | -2.1% | +14.2% | +12.4% |
| 30D | +0.2% | +1.4% | -1.2% | -0.5% |
| 3M | +0.7% | +7.5% | -6.7% | -1.5% |
| 6M | +2.2% | +39.6% | -37.3% | -6.8% |
| YTD | -20.3% | -22.3% | +2.0% | -13.6% |
| 1Y | -16.1% | -12.0% | -4.1% | -13.5% |
| 3Y | +134.7% | +1.8% | +132.9% | +126.8% |
| All | +593.1% | -20.2% | +613.3% | +618.2% |
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