+417.5%
LIN vs CTSH
+37.6%
+379.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | +6.5% | +13.4% | -6.9% | +1.6% |
| 3M | +5.5% | +14.4% | -9.0% | -0.3% |
| 6M | +3.3% | +27.7% | -24.4% | -7.7% |
| YTD | +22.0% | -20.6% | +42.6% | +29.7% |
| 1Y | +25.7% | -9.1% | +34.9% | +26.1% |
| 3Y | +36.2% | +3.1% | +33.2% | +26.9% |
| 5Y | +66.1% | -11.8% | +77.8% | +62.1% |
| All | +417.5% | +37.6% | +379.9% | +326.3% |
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