+7.1%
CRM vs CTSH
-11.3%
+18.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | +0.3% |
| 7D | +1.3% | -2.7% | +4.0% | +3.0% |
| 30D | +34.3% | +12.4% | +22.0% | +25.7% |
| 3M | +37.7% | +17.4% | +20.3% | +24.9% |
| 6M | +34.9% | -3.1% | +38.0% | +36.8% |
| YTD | -1.6% | -23.6% | +21.9% | +11.7% |
| 1Y | +7.1% | -10.8% | +18.0% | +17.0% |
| All | +7.1% | -11.3% | +18.4% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling