-18.8%
IBM vs CTSH
-11.6%
-7.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.4% |
| 30D | +8.4% | +7.4% | +0.9% | +2.9% |
| 3M | +4.5% | +10.9% | -6.5% | -3.3% |
| 6M | +7.9% | +24.7% | -16.8% | -6.0% |
| YTD | -15.2% | -22.0% | +6.8% | +2.9% |
| All | -18.8% | -11.6% | -7.1% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling