+404.3%
META vs CTSH
+37.6%
+366.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +2.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -15.4% | +13.4% | -28.8% | -21.2% |
| 3M | +3.5% | +14.4% | -10.9% | -4.9% |
| 6M | -0.3% | +27.7% | -28.0% | -15.3% |
| YTD | -7.3% | -20.6% | +13.3% | +0.1% |
| 1Y | -1.1% | -9.1% | +8.0% | -1.2% |
| 3Y | +95.1% | +3.1% | +92.0% | +78.2% |
| 5Y | +80.6% | -11.8% | +92.3% | +80.0% |
| All | +404.3% | +37.6% | +366.7% | +317.2% |
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