+22.2%
LQD vs CTSH
+21.4%
+0.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -1.1% | -9.8% | +8.7% | -0.5% |
| 30D | -1.1% | +0.1% | -1.2% | -1.2% |
| 3M | -2.3% | +13.2% | -15.6% | -3.2% |
| 6M | -2.9% | -6.2% | +3.3% | -2.7% |
| YTD | -2.3% | -28.5% | +26.1% | -0.5% |
| 1Y | -2.2% | -13.8% | +11.6% | -1.6% |
| 3Y | +14.0% | -13.7% | +27.7% | +14.3% |
| 5Y | -5.8% | -16.7% | +10.9% | -5.9% |
| All | +22.2% | +21.4% | +0.8% | +18.7% |
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 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