-5.0%
CMG vs CTSH
-11.4%
+6.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.1% |
| 7D | -1.5% | -5.5% | +4.0% | +0.1% |
| 30D | +12.7% | +4.5% | +8.2% | +11.1% |
| 3M | +26.3% | +13.7% | +12.5% | +20.0% |
| 6M | +4.5% | -8.4% | +12.9% | +7.4% |
| YTD | -0.1% | -26.5% | +26.4% | +10.7% |
| 1Y | -6.8% | -13.9% | +7.1% | -3.2% |
| 3Y | -5.0% | -11.3% | +6.3% | +1.6% |
| All | -5.0% | -11.4% | +6.4% | +1.6% |
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