+554.8%
MA vs CTSH
+39.1%
+515.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -0.3% | -2.3% | +1.9% | +0.8% |
| 30D | +11.3% | +7.4% | +3.9% | +6.7% |
| 3M | +16.7% | +10.9% | +5.7% | +8.9% |
| 6M | +32.8% | +24.7% | +8.1% | +13.9% |
| YTD | +15.6% | -22.0% | +37.6% | +27.4% |
| 1Y | +19.6% | -11.2% | +30.7% | +22.1% |
| 3Y | +72.1% | +3.9% | +68.2% | +56.1% |
| 5Y | +96.0% | -13.9% | +110.0% | +94.3% |
| 10Y | +554.8% | +37.8% | +517.0% | +417.9% |
| All | +554.8% | +39.1% | +515.7% | +417.9% |
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 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