+412.1%
LIN vs CTSH
+39.6%
+372.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +2.0% | +1.8% | +0.2% | +1.3% |
| 30D | +7.9% | +9.8% | -1.9% | +4.1% |
| 3M | +6.3% | +12.1% | -5.8% | +1.2% |
| 6M | +6.5% | +27.4% | -20.9% | -4.8% |
| YTD | +23.6% | -20.3% | +43.8% | +31.2% |
| 1Y | +25.7% | -8.8% | +34.5% | +25.9% |
| 3Y | +35.6% | +4.0% | +31.6% | +25.8% |
| 5Y | +65.9% | -12.2% | +78.1% | +62.3% |
| 10Y | +412.1% | +38.7% | +373.3% | +320.0% |
| All | +412.1% | +39.6% | +372.4% | +320.0% |
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