+177.9%
KO vs CTSH
+21.4%
+156.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -1.1% | -9.8% | +8.7% | +1.2% |
| 30D | +1.6% | +0.1% | +1.5% | +1.4% |
| 3M | +5.8% | +13.2% | -7.5% | +2.0% |
| 6M | +14.3% | -6.2% | +20.5% | +14.8% |
| YTD | +27.3% | -28.5% | +55.8% | +36.2% |
| 1Y | +33.2% | -13.8% | +46.9% | +35.0% |
| 3Y | +64.5% | -13.7% | +78.2% | +64.2% |
| 5Y | +83.1% | -16.7% | +99.8% | +80.7% |
| All | +177.9% | +21.4% | +156.5% | +138.4% |
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 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