+1,225.8%
CLS vs CTSH
-8.2%
+1,234.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.1% |
| 7D | +4.6% | -2.7% | +7.3% | +4.8% |
| 30D | -13.9% | +12.4% | -26.3% | -14.7% |
| 3M | -26.6% | +17.4% | -43.9% | -26.6% |
| 6M | +15.4% | -3.1% | +18.5% | +22.1% |
| YTD | +5.7% | -23.6% | +29.2% | +21.4% |
| 1Y | +41.1% | -10.8% | +51.9% | +49.4% |
| All | +1,225.8% | -8.2% | +1,234.0% | +1,161.1% |
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