+366.6%
KO vs CTSH
+34,247.0%
-33,880.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | +1.4% | +12.4% | -10.9% | +0.3% |
| 3M | +15.4% | +17.4% | -2.0% | +13.3% |
| 6M | +14.3% | -3.1% | +17.3% | +14.1% |
| YTD | +27.7% | -23.6% | +51.2% | +30.1% |
| 1Y | +32.7% | -10.8% | +43.5% | +33.1% |
| 3Y | +62.2% | -8.3% | +70.5% | +61.6% |
| 5Y | +80.0% | -11.3% | +91.3% | +78.8% |
| 10Y | +175.6% | +22.6% | +153.0% | +163.4% |
| All | +366.6% | +34,247.0% | -33,880.4% | +204.9% |
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