+74.3%
F vs CTSH
+39.6%
+34.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.7% |
| 7D | +1.0% | +1.8% | -0.9% | +0.1% |
| 30D | +2.1% | +9.8% | -7.7% | -3.0% |
| 3M | -10.3% | +12.1% | -22.4% | -16.0% |
| 6M | +3.3% | +27.4% | -24.1% | -11.3% |
| YTD | -2.0% | -20.3% | +18.3% | +6.5% |
| 1Y | -2.3% | -8.8% | +6.5% | -1.6% |
| 3Y | +49.9% | +4.0% | +45.8% | +37.2% |
| 5Y | -12.5% | -12.2% | -0.3% | -12.8% |
| 10Y | +74.3% | +38.7% | +35.5% | +35.4% |
| All | +74.3% | +39.6% | +34.6% | +35.4% |
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