+122.0%
KRE vs CTSH
+18.6%
+103.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.3% |
| 7D | -1.1% | -8.2% | +7.1% | +3.1% |
| 30D | -3.4% | +0.4% | -3.8% | -4.0% |
| 3M | +3.7% | +10.6% | -6.9% | -3.6% |
| 6M | +14.8% | -8.8% | +23.6% | +17.1% |
| YTD | +14.7% | -28.6% | +43.3% | +32.6% |
| 1Y | +16.0% | -15.9% | +31.9% | +21.7% |
| 3Y | +84.3% | -13.9% | +98.1% | +89.0% |
| 5Y | +30.9% | -17.1% | +48.0% | +34.0% |
| 10Y | +122.0% | +21.0% | +101.0% | +89.6% |
| All | +122.0% | +18.6% | +103.4% | +89.6% |
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 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