+1,650.2%
COP vs CTSH
+34,247.0%
-32,596.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.4% |
| 7D | +3.0% | -2.7% | +5.7% | +3.5% |
| 30D | +17.5% | +12.4% | +5.1% | +14.9% |
| 3M | +13.4% | +17.4% | -4.0% | +9.5% |
| 6M | +17.7% | -3.1% | +20.8% | +17.3% |
| YTD | +46.6% | -23.6% | +70.2% | +51.8% |
| 1Y | +44.6% | -10.8% | +55.4% | +45.5% |
| 3Y | +20.7% | -8.3% | +29.0% | +20.3% |
| 5Y | +185.0% | -11.3% | +196.4% | +182.8% |
| 10Y | +347.0% | +22.6% | +324.4% | +319.4% |
| All | +1,650.2% | +34,247.0% | -32,596.8% | +939.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling