+361.0%
LIN vs CTSH
+21.9%
+339.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -2.4% | +12.4% | -14.8% | -6.4% |
| 3M | -5.6% | +17.4% | -22.9% | -11.7% |
| 6M | -3.4% | -3.1% | -0.3% | -3.8% |
| YTD | +13.1% | -23.6% | +36.7% | +22.4% |
| 1Y | +2.5% | -10.8% | +13.3% | +3.6% |
| 3Y | +27.6% | -8.3% | +35.9% | +25.6% |
| 5Y | +63.0% | -11.3% | +74.4% | +59.5% |
| All | +361.0% | +21.9% | +339.0% | +289.3% |
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