+82.2%
IBM vs CTSH
+1.7%
+80.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.6% |
| 30D | +9.2% | +1.4% | +7.8% | +7.5% |
| 3M | +4.9% | +7.5% | -2.5% | -0.3% |
| 6M | +16.8% | +39.6% | -22.8% | -4.3% |
| YTD | -14.3% | -22.3% | +8.0% | -3.9% |
| 1Y | -16.7% | -12.0% | -4.8% | -11.8% |
| 3Y | +82.2% | +1.8% | +80.4% | +85.2% |
| All | +82.2% | +1.7% | +80.6% | +85.2% |
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