+79.1%
META vs CTSH
-9.4%
+88.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.1% | -4.5% |
| 7D | -3.1% | +6.4% | -9.5% | -5.9% |
| 30D | -18.1% | +16.3% | -34.4% | -24.6% |
| 3M | +2.9% | +20.0% | -17.1% | -7.8% |
| 6M | +0.2% | +29.9% | -29.8% | -15.9% |
| YTD | -8.1% | -18.4% | +10.3% | +1.7% |
| 1Y | -4.5% | -8.9% | +4.3% | -2.5% |
| 3Y | +94.2% | +6.0% | +88.2% | +70.3% |
| 5Y | +79.1% | -9.3% | +88.4% | +82.1% |
| All | +79.1% | -9.4% | +88.5% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling