-1.7%
CMG vs CTSH
-13.6%
+11.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | +4.1% | -2.1% | +6.1% | +4.8% |
| 30D | +20.5% | +8.0% | +12.6% | +16.3% |
| 3M | +14.5% | +10.6% | +3.9% | +9.1% |
| 6M | +14.8% | +32.5% | -17.7% | -0.1% |
| YTD | -1.0% | -21.0% | +20.0% | +7.4% |
| 1Y | +22.9% | -9.9% | +32.8% | +25.5% |
| 3Y | -13.6% | +3.1% | -16.7% | -18.8% |
| All | -1.7% | -13.6% | +11.9% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling