+3,231.7%
CLS vs CTSH
+26,971.5%
-23,739.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.1% |
| 7D | +4.6% | -2.7% | +7.3% | +5.6% |
| 30D | -13.9% | +12.4% | -26.3% | -17.6% |
| 3M | -26.6% | +17.4% | -43.9% | -32.2% |
| 6M | +15.4% | -3.1% | +18.5% | +12.6% |
| YTD | +5.7% | -23.6% | +29.2% | +11.0% |
| 1Y | +41.1% | -10.8% | +51.9% | +39.6% |
| 3Y | +1,228.6% | -8.3% | +1,236.9% | +1,196.4% |
| 5Y | +3,240.6% | -11.3% | +3,252.0% | +3,178.7% |
| 10Y | +2,760.3% | +22.6% | +2,737.7% | +2,355.9% |
| All | +3,231.7% | +26,971.5% | -23,739.7% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling