+3.7%
F vs CTSH
-7.5%
+11.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +2.6% |
| 7D | +6.0% | -0.9% | +6.9% | +6.1% |
| 30D | +4.3% | +13.1% | -8.8% | +2.8% |
| 3M | -10.1% | +17.9% | -27.9% | -11.5% |
| 6M | +12.8% | +28.5% | -15.7% | +13.4% |
| YTD | -0.1% | -19.3% | +19.2% | +10.6% |
| 1Y | +3.7% | -7.6% | +11.3% | +5.1% |
| All | +3.7% | -7.5% | +11.2% | +5.1% |
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 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