+321.2%
CMG vs CTSH
+21.4%
+299.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.8% | -9.8% | +5.9% | -0.4% |
| 30D | +12.9% | +0.1% | +12.8% | +12.7% |
| 3M | +18.8% | +13.2% | +5.5% | +12.2% |
| 6M | +4.1% | -6.2% | +10.3% | +4.8% |
| YTD | -2.4% | -28.5% | +26.1% | +7.9% |
| 1Y | -6.7% | -13.8% | +7.1% | -3.8% |
| 3Y | -7.1% | -13.7% | +6.6% | -5.3% |
| 5Y | -5.0% | -16.7% | +11.7% | -2.8% |
| All | +321.2% | +21.4% | +299.8% | +284.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling