+95.6%
F vs CTSH
+22.8%
+72.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +3.1% |
| 7D | +5.3% | -2.7% | +8.0% | +6.6% |
| 30D | +4.6% | +12.4% | -7.8% | -1.1% |
| 3M | -3.7% | +17.4% | -21.0% | -12.0% |
| 6M | +16.8% | -3.1% | +19.9% | +16.3% |
| YTD | +15.3% | -23.6% | +38.9% | +28.7% |
| 1Y | +31.0% | -10.8% | +41.8% | +34.0% |
| 3Y | +45.4% | -8.3% | +53.7% | +44.2% |
| 5Y | +54.7% | -11.3% | +66.0% | +54.5% |
| All | +95.6% | +22.8% | +72.8% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling