+57.2%
COP vs CTSH
-11.6%
+68.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -8.4% | -2.3% | -6.1% | -8.3% |
| 30D | +0.3% | +7.4% | -7.2% | -0.5% |
| 3M | +15.1% | +10.9% | +4.2% | +13.9% |
| 6M | +19.8% | +24.7% | -4.9% | +16.7% |
| YTD | +46.8% | -22.0% | +68.8% | +43.5% |
| All | +57.2% | -11.6% | +68.8% | +52.4% |
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