+4,100.0%
CMG vs CTSH
+468.0%
+3,632.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.3% |
| 7D | -2.8% | -2.7% | -0.1% | -1.9% |
| 30D | +7.1% | +12.4% | -5.2% | +2.5% |
| 3M | +31.2% | +17.4% | +13.8% | +21.8% |
| 6M | +0.7% | -3.1% | +3.8% | 0.0% |
| YTD | -0.1% | -23.6% | +23.5% | +7.8% |
| 1Y | -10.7% | -10.8% | +0.1% | -9.2% |
| 3Y | -4.7% | -8.3% | +3.6% | -5.1% |
| 5Y | -3.8% | -11.3% | +7.6% | -4.1% |
| 10Y | +352.5% | +22.6% | +329.9% | +275.8% |
| All | +4,100.0% | +468.0% | +3,632.0% | +1,588.5% |
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