-3.5%
MCD vs CTSH
-11.6%
+8.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | +5.9% | -2.3% | +8.2% | +6.3% |
| 30D | +19.6% | +7.4% | +12.2% | +18.5% |
| 3M | +3.3% | +10.9% | -7.7% | +1.7% |
| 6M | +3.5% | +24.7% | -21.2% | -1.0% |
| YTD | -6.1% | -22.0% | +15.9% | -6.9% |
| All | -3.5% | -11.6% | +8.1% | -10.0% |
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