-22.3%
CEG vs CTSH
+27.2%
-49.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +3.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.8% |
| 30D | -16.6% | +13.4% | -30.0% | -13.9% |
| 3M | -4.1% | +14.4% | -18.6% | -0.8% |
| 6M | -22.3% | +27.7% | -50.0% | -16.2% |
| All | -22.3% | +27.2% | -49.5% | -16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling