+11.8%
CRM vs CTSH
-11.6%
+23.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -0.9% | +0.1% |
| 7D | -4.4% | -3.7% | -0.7% | -2.1% |
| 30D | +28.1% | +3.7% | +24.4% | +25.8% |
| 3M | +48.8% | +17.9% | +30.9% | +33.8% |
| 6M | +28.3% | -2.6% | +30.9% | +30.4% |
| YTD | -6.0% | -26.4% | +20.4% | +12.5% |
| 1Y | +1.4% | -13.0% | +14.5% | +9.4% |
| 3Y | +11.8% | -11.2% | +23.1% | +18.8% |
| All | +11.8% | -11.6% | +23.4% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling