+329.9%
COP vs CTSH
+35.4%
+294.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | +3.4% | -4.2% | +7.6% | +5.1% |
| 30D | -0.6% | +3.9% | -4.5% | -2.8% |
| 3M | +10.8% | +10.2% | +0.6% | +4.9% |
| 6M | +19.6% | +35.3% | -15.7% | +2.0% |
| YTD | +52.9% | -21.8% | +74.7% | +64.7% |
| 1Y | +62.2% | -12.1% | +74.3% | +64.8% |
| 3Y | +32.4% | +2.0% | +30.3% | +22.1% |
| 5Y | +129.7% | -15.3% | +145.0% | +123.9% |
| All | +329.9% | +35.4% | +294.5% | +229.5% |
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