+60.7%
COP vs CTSH
-7.5%
+68.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.2% | -5.4% |
| 7D | -8.1% | -0.9% | -7.3% | -8.1% |
| 30D | +6.7% | +13.1% | -6.4% | +5.4% |
| 3M | +16.9% | +17.9% | -1.0% | +15.1% |
| 6M | +11.2% | +28.5% | -17.3% | +8.1% |
| YTD | +49.5% | -19.3% | +68.8% | +46.5% |
| 1Y | +60.7% | -7.6% | +68.3% | +54.7% |
| All | +60.7% | -7.5% | +68.2% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling