+830.2%
COHR vs CTSH
-11.6%
+841.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.3% |
| 7D | +8.3% | -3.7% | +12.0% | +8.1% |
| 30D | -14.1% | +3.7% | -17.8% | -14.1% |
| 3M | -16.0% | +17.9% | -33.9% | -14.1% |
| 6M | +21.5% | -2.6% | +24.1% | +33.6% |
| YTD | +65.4% | -26.4% | +91.9% | +111.3% |
| 1Y | +195.0% | -13.0% | +208.0% | +223.6% |
| 3Y | +830.2% | -11.2% | +841.4% | +964.0% |
| All | +830.2% | -11.6% | +841.7% | +964.0% |
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 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