+4,350.1%
COST vs CTSH
+34,247.0%
-29,896.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.5% |
| 7D | -3.1% | -2.7% | -0.4% | -2.7% |
| 30D | -2.8% | +12.4% | -15.1% | -4.7% |
| 3M | -5.7% | +17.4% | -23.0% | -8.6% |
| 6M | -8.8% | -3.1% | -5.7% | -9.1% |
| YTD | +6.7% | -23.6% | +30.2% | +10.2% |
| 1Y | -3.6% | -10.8% | +7.2% | -3.2% |
| 3Y | +75.1% | -8.3% | +83.4% | +74.4% |
| 5Y | +108.9% | -11.3% | +120.2% | +108.1% |
| 10Y | +586.2% | +22.6% | +563.6% | +535.1% |
| All | +4,350.1% | +34,247.0% | -29,896.9% | +1,609.7% |
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