+23.4%
CRM vs CTSH
-10.7%
+34.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | 0.0% |
| 7D | -5.0% | -8.2% | +3.2% | +0.9% |
| 30D | +23.6% | +0.4% | +23.2% | +24.1% |
| 3M | +39.6% | +10.6% | +29.0% | +33.1% |
| 6M | +23.4% | -8.8% | +32.3% | +46.3% |
| All | +23.4% | -10.7% | +34.1% | +46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling