+189.9%
LQD vs CTSH
+2,740.5%
-2,550.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | 0.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.4% |
| 30D | -0.8% | +12.4% | -13.1% | -1.0% |
| 3M | -1.9% | +17.4% | -19.3% | -2.3% |
| 6M | -2.7% | -3.1% | +0.4% | -2.7% |
| YTD | -1.3% | -23.6% | +22.3% | -0.9% |
| 1Y | 0.0% | -10.8% | +10.8% | +0.1% |
| 3Y | +14.9% | -8.3% | +23.2% | +14.9% |
| 5Y | -4.6% | -11.3% | +6.8% | -4.7% |
| 10Y | +22.0% | +22.6% | -0.6% | +21.2% |
| All | +189.9% | +2,740.5% | -2,550.5% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling