+379.6%
META vs CTSH
+22.8%
+356.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.7% |
| 7D | +6.7% | -2.7% | +9.4% | +8.0% |
| 30D | +4.8% | +12.4% | -7.6% | -1.1% |
| 3M | -1.6% | +17.4% | -19.0% | -10.4% |
| 6M | -7.5% | -3.1% | -4.4% | -8.0% |
| YTD | -6.4% | -23.6% | +17.2% | +4.2% |
| 1Y | -17.3% | -10.8% | -6.5% | -15.9% |
| 3Y | +109.9% | -8.3% | +118.2% | +108.0% |
| 5Y | +65.4% | -11.3% | +76.7% | +67.3% |
| All | +379.6% | +22.8% | +356.8% | +321.4% |
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