+1,676.4%
COP vs CTSH
+35,575.5%
-33,899.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -11.5% | -0.6% | -10.9% | -11.5% |
| 30D | +5.0% | +13.4% | -8.5% | +2.4% |
| 3M | +17.5% | +14.4% | +3.1% | +14.1% |
| 6M | +16.2% | +27.7% | -11.5% | +10.0% |
| YTD | +48.8% | -20.6% | +69.4% | +52.5% |
| 1Y | +64.1% | -9.1% | +73.2% | +64.0% |
| 3Y | +25.7% | +3.1% | +22.6% | +22.4% |
| 5Y | +114.4% | -11.8% | +126.1% | +112.1% |
| 10Y | +331.7% | +42.7% | +289.0% | +295.1% |
| All | +1,676.4% | +35,575.5% | -33,899.0% | +944.3% |
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 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