+130.5%
IBM vs CTSH
+21.9%
+108.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.7% |
| 7D | -0.3% | -2.7% | +2.4% | +0.9% |
| 30D | +0.3% | +12.4% | -12.1% | -5.0% |
| 3M | -21.6% | +17.4% | -39.0% | -27.7% |
| 6M | -4.7% | -3.1% | -1.6% | -4.2% |
| YTD | -19.1% | -23.6% | +4.5% | -9.6% |
| 1Y | -2.5% | -10.8% | +8.3% | +1.5% |
| 3Y | +74.2% | -8.3% | +82.5% | +77.6% |
| 5Y | +113.1% | -11.3% | +124.5% | +113.7% |
| All | +130.5% | +21.9% | +108.6% | +93.1% |
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