-15.8%
F vs CTSH
-11.9%
-3.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.4% |
| 7D | +1.6% | -0.6% | +2.2% | +1.8% |
| 30D | +2.6% | +13.4% | -10.8% | -3.2% |
| 3M | -8.8% | +14.4% | -23.2% | -14.6% |
| 6M | +4.6% | +27.7% | -23.1% | -7.8% |
| YTD | -1.9% | -20.6% | +18.7% | +10.0% |
| 1Y | -0.8% | -9.1% | +8.4% | +2.6% |
| 3Y | +43.5% | +3.1% | +40.4% | +32.9% |
| All | -15.8% | -11.9% | -3.9% | -11.4% |
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 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