+3,909.1%
CMG vs CTSH
+477.4%
+3,431.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | -2.1% | +4.6% | +3.2% |
| 30D | +15.6% | +1.4% | +14.2% | +14.4% |
| 3M | +8.2% | +7.5% | +0.7% | +4.5% |
| 6M | +9.9% | +39.6% | -29.7% | -5.3% |
| YTD | -4.6% | -22.3% | +17.7% | +1.5% |
| 1Y | +12.4% | -12.0% | +24.4% | +14.3% |
| 3Y | -18.0% | +1.8% | -19.8% | -22.0% |
| 5Y | -5.3% | -15.8% | +10.5% | -4.6% |
| 10Y | +344.2% | +34.8% | +309.4% | +255.7% |
| All | +3,909.1% | +477.4% | +3,431.7% | +1,490.0% |
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