+5,283.7%
COST vs CTSH
+34,813.6%
-29,529.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +5.0% | -2.1% | +7.1% | +5.3% |
| 30D | +12.8% | +1.4% | +11.4% | +12.4% |
| 3M | +15.2% | +7.5% | +7.7% | +13.4% |
| 6M | +7.4% | +39.6% | -32.2% | +0.7% |
| YTD | +29.0% | -22.3% | +51.3% | +32.6% |
| 1Y | +20.3% | -12.0% | +32.2% | +21.0% |
| 3Y | +99.0% | +1.8% | +97.2% | +94.3% |
| 5Y | +125.7% | -15.8% | +141.5% | +126.1% |
| 10Y | +775.3% | +34.8% | +740.5% | +699.0% |
| All | +5,283.7% | +34,813.6% | -29,529.9% | +1,957.2% |
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