+122.8%
COST vs CTSH
-14.5%
+137.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | +2.5% | -4.2% | +6.7% | +3.6% |
| 30D | +14.6% | +3.9% | +10.6% | +13.3% |
| 3M | +15.2% | +10.2% | +5.0% | +11.8% |
| 6M | +7.2% | +35.3% | -28.1% | -2.5% |
| YTD | +27.4% | -21.8% | +49.2% | +36.1% |
| 1Y | +20.2% | -12.1% | +32.3% | +23.0% |
| 3Y | +96.9% | +2.0% | +94.8% | +86.9% |
| 5Y | +122.8% | -15.3% | +138.1% | +129.5% |
| All | +122.8% | -14.5% | +137.3% | +129.5% |
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