+62.4%
KO vs CTSH
-14.2%
+76.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.7% |
| 7D | -0.8% | -8.2% | +7.4% | -0.1% |
| 30D | +0.8% | +0.4% | +0.4% | +0.7% |
| 3M | +8.3% | +10.6% | -2.3% | +6.7% |
| 6M | +14.0% | -8.8% | +22.8% | +13.7% |
| YTD | +26.9% | -28.6% | +55.5% | +29.1% |
| 1Y | +32.7% | -15.9% | +48.6% | +32.0% |
| All | +62.4% | -14.2% | +76.7% | +62.5% |
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