+104.4%
COST vs CTSH
-17.3%
+121.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.1% |
| 7D | -2.8% | -8.2% | +5.4% | -0.7% |
| 30D | -5.3% | +0.4% | -5.7% | -5.5% |
| 3M | -6.7% | +10.6% | -17.2% | -9.6% |
| 6M | -9.9% | -8.8% | -1.1% | -8.2% |
| YTD | +5.1% | -28.6% | +33.7% | +15.4% |
| 1Y | -7.3% | -15.9% | +8.6% | -4.4% |
| 3Y | +70.4% | -13.9% | +84.3% | +71.4% |
| 5Y | +104.4% | -17.1% | +121.5% | +110.0% |
| All | +104.4% | -17.3% | +121.7% | +110.0% |
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