+5,676.4%
CRM vs CTSH
+986.8%
+4,689.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.4% |
| 7D | -5.0% | -8.2% | +3.2% | -0.2% |
| 30D | +23.6% | +0.4% | +23.2% | +23.7% |
| 3M | +39.6% | +10.6% | +29.0% | +31.0% |
| 6M | +23.4% | -8.8% | +32.3% | +29.4% |
| YTD | -7.4% | -28.6% | +21.2% | +11.0% |
| 1Y | -2.3% | -15.9% | +13.6% | +6.2% |
| 3Y | +10.5% | -13.9% | +24.4% | +17.7% |
| 5Y | -4.7% | -17.1% | +12.4% | +2.9% |
| 10Y | +234.7% | +21.0% | +213.7% | +174.9% |
| All | +5,676.4% | +986.8% | +4,689.6% | +1,320.1% |
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