+223.4%
CRWD vs CTSH
-14.5%
+237.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.8% |
| 7D | +5.8% | -4.2% | +10.0% | +7.8% |
| 30D | -12.0% | +3.9% | -15.9% | -14.9% |
| 3M | +3.6% | +10.2% | -6.5% | -2.9% |
| 6M | +68.3% | +35.3% | +33.1% | +38.8% |
| YTD | +96.2% | -21.8% | +118.0% | +122.1% |
| 1Y | +68.4% | -12.1% | +80.6% | +76.7% |
| 3Y | +368.4% | +2.0% | +366.3% | +334.8% |
| 5Y | +223.4% | -15.3% | +238.7% | +240.3% |
| All | +223.4% | -14.5% | +237.9% | +240.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling