+186.4%
COP vs CTSH
-11.4%
+197.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.3% |
| 7D | +3.0% | -2.7% | +5.7% | +3.6% |
| 30D | +17.5% | +12.4% | +5.1% | +14.4% |
| 3M | +13.4% | +17.4% | -4.0% | +8.9% |
| 6M | +17.7% | -3.1% | +20.8% | +18.1% |
| YTD | +46.6% | -23.6% | +70.2% | +55.8% |
| 1Y | +44.6% | -10.8% | +55.4% | +46.5% |
| 3Y | +20.7% | -8.3% | +29.0% | +20.3% |
| All | +186.4% | -11.4% | +197.8% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling