-6.9%
CMG vs CTSH
-15.7%
+8.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.9% |
| 7D | -6.5% | -8.2% | +1.7% | -4.6% |
| 30D | +12.1% | +0.4% | +11.7% | +11.9% |
| 3M | +20.6% | +10.6% | +10.0% | +16.4% |
| 6M | +2.1% | -8.8% | +10.9% | +5.5% |
| YTD | -2.6% | -28.6% | +26.0% | +8.1% |
| All | -6.9% | -15.7% | +8.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling