+25.7%
HYG vs CTSH
-14.1%
+39.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.7% | -9.8% | +9.0% | -0.2% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | +0.4% | +13.2% | -12.8% | -0.3% |
| 6M | +1.2% | -6.2% | +7.4% | +2.1% |
| YTD | +1.5% | -28.5% | +29.9% | +4.8% |
| 1Y | +3.2% | -13.8% | +16.9% | +4.2% |
| All | +25.7% | -14.1% | +39.7% | +26.7% |
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