+298.3%
COP vs CTSH
+39.1%
+259.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.6% |
| 7D | -8.4% | -2.3% | -6.1% | -7.7% |
| 30D | +0.3% | +7.4% | -7.2% | -3.3% |
| 3M | +15.1% | +10.9% | +4.2% | +8.8% |
| 6M | +19.8% | +24.7% | -4.9% | +5.8% |
| YTD | +46.8% | -22.0% | +68.8% | +58.3% |
| 1Y | +59.7% | -11.2% | +70.9% | +61.4% |
| 3Y | +28.7% | +3.9% | +24.8% | +17.7% |
| 5Y | +110.7% | -13.9% | +124.6% | +103.3% |
| 10Y | +298.3% | +37.8% | +260.5% | +208.3% |
| All | +298.3% | +39.1% | +259.2% | +208.3% |
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