+33.0%
KRE vs CTSH
-14.2%
+47.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.6% | +0.3% |
| 7D | +2.3% | -5.5% | +7.8% | +4.6% |
| 30D | -2.5% | +4.5% | -7.0% | -4.6% |
| 3M | +6.2% | +13.7% | -7.5% | -0.8% |
| 6M | +15.8% | -8.4% | +24.2% | +19.8% |
| YTD | +16.0% | -26.5% | +42.5% | +33.7% |
| 1Y | +16.2% | -13.9% | +30.1% | +21.8% |
| 3Y | +86.4% | -11.3% | +97.7% | +90.5% |
| 5Y | +33.0% | -14.8% | +47.8% | +31.7% |
| All | +33.0% | -14.2% | +47.2% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling