+25.2%
LQD vs CTSH
+34.5%
-9.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +0.5% | +1.4% | -0.9% | +0.4% |
| 3M | -2.3% | +7.5% | -9.8% | -2.8% |
| 6M | -3.1% | +39.6% | -42.6% | -5.2% |
| YTD | -3.0% | -22.3% | +19.3% | -1.7% |
| 1Y | -2.6% | -12.0% | +9.4% | -2.1% |
| 3Y | +15.2% | +1.8% | +13.4% | +14.2% |
| 5Y | -5.2% | -15.8% | +10.7% | -5.5% |
| All | +25.2% | +34.5% | -9.3% | +20.7% |
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