+53.5%
F vs CTSH
+2.4%
+51.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | +2.9% | +7.4% | -4.6% | +0.6% |
| 3M | -9.5% | +10.9% | -20.4% | -12.4% |
| 6M | +4.0% | +24.7% | -20.6% | -1.8% |
| YTD | -1.3% | -22.0% | +20.7% | +12.4% |
| 1Y | -1.9% | -11.2% | +9.2% | +4.3% |
| 3Y | +53.5% | +3.9% | +49.6% | +38.3% |
| All | +53.5% | +2.4% | +51.1% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling