+325.1%
COP vs CTSH
+18.8%
+306.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.1% |
| 7D | -0.8% | -5.5% | +4.6% | +1.4% |
| 30D | +15.6% | +4.5% | +11.1% | +13.1% |
| 3M | +14.3% | +13.7% | +0.6% | +6.9% |
| 6M | +17.0% | -8.4% | +25.4% | +19.2% |
| YTD | +47.4% | -26.5% | +73.9% | +64.1% |
| 1Y | +52.4% | -13.9% | +66.3% | +56.6% |
| 3Y | +20.8% | -11.3% | +32.2% | +20.0% |
| 5Y | +191.7% | -14.8% | +206.5% | +183.0% |
| 10Y | +325.1% | +22.5% | +302.5% | +234.9% |
| All | +325.1% | +18.8% | +306.3% | +234.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling