-9.3%
MCD vs CTSH
-12.1%
+2.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | +14.1% | +1.4% | +12.7% | +13.9% |
| 3M | +0.6% | +7.5% | -6.8% | -0.5% |
| 6M | 0.0% | +39.6% | -39.5% | -4.7% |
| YTD | -9.3% | -22.3% | +13.0% | -10.1% |
| 1Y | -9.3% | -12.0% | +2.7% | -14.8% |
| All | -9.3% | -12.1% | +2.8% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling