+859.5%
IBM vs CTSH
+35,575.5%
-34,716.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.3% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | +11.1% | +13.4% | -2.3% | +7.9% |
| 3M | +5.7% | +14.4% | -8.7% | +2.3% |
| 6M | +10.1% | +27.7% | -17.6% | +3.9% |
| YTD | -15.6% | -20.6% | +5.0% | -11.7% |
| 1Y | -19.5% | -9.1% | -10.4% | -18.2% |
| 3Y | +80.4% | +3.1% | +77.3% | +78.2% |
| 5Y | +140.0% | -11.8% | +151.8% | +141.9% |
| 10Y | +155.0% | +42.7% | +112.3% | +131.9% |
| All | +859.5% | +35,575.5% | -34,716.0% | +264.6% |
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