-4.7%
IBM vs CTSH
-1.6%
-3.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.0% |
| 7D | -0.3% | -2.7% | +2.4% | +1.1% |
| 30D | +0.3% | +12.4% | -12.1% | -6.1% |
| 3M | -21.6% | +17.4% | -39.0% | -26.7% |
| 6M | -4.7% | -3.1% | -1.6% | +5.4% |
| All | -4.7% | -1.6% | -3.1% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling