+153.4%
HYG vs CTSH
+225.8%
-72.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +0.5% |
| 7D | 0.0% | -5.5% | +5.5% | +0.8% |
| 30D | -0.1% | +4.5% | -4.6% | -0.7% |
| 3M | +1.0% | +13.7% | -12.8% | -1.3% |
| 6M | +2.3% | -8.4% | +10.7% | +2.9% |
| YTD | +2.1% | -26.5% | +28.6% | +5.7% |
| 1Y | +3.8% | -13.9% | +17.7% | +4.8% |
| 3Y | +26.7% | -11.3% | +38.0% | +26.5% |
| 5Y | +19.3% | -14.8% | +34.1% | +18.6% |
| 10Y | +55.3% | +22.5% | +32.7% | +42.7% |
| All | +153.4% | +225.8% | -72.4% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling