+2,104.6%
CLS vs CTSH
+28,018.5%
-25,913.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | -22.2% | -0.6% | -21.6% | -22.2% |
| 30D | -44.4% | +13.4% | -57.8% | -47.4% |
| 3M | -34.3% | +14.4% | -48.7% | -38.7% |
| 6M | -50.1% | +27.7% | -77.8% | -56.4% |
| YTD | -30.1% | -20.6% | -9.5% | -28.9% |
| 1Y | -39.3% | -9.1% | -30.2% | -41.3% |
| 3Y | +732.7% | +3.1% | +729.6% | +664.4% |
| 5Y | +1,777.2% | -11.8% | +1,789.0% | +1,709.2% |
| 10Y | +1,645.6% | +42.7% | +1,602.9% | +1,305.1% |
| All | +2,104.6% | +28,018.5% | -25,913.9% | +253.4% |
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