+1,527.5%
META vs CTSH
+139.4%
+1,388.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.6% |
| 7D | +6.7% | -2.7% | +9.4% | +7.9% |
| 30D | +4.8% | +12.4% | -7.6% | -0.8% |
| 3M | -1.6% | +17.4% | -19.0% | -9.9% |
| 6M | -7.5% | -3.1% | -4.4% | -8.2% |
| YTD | -6.4% | -23.6% | +17.2% | +3.1% |
| 1Y | -17.3% | -10.8% | -6.5% | -16.1% |
| 3Y | +109.9% | -8.3% | +118.2% | +108.3% |
| 5Y | +65.4% | -11.3% | +76.7% | +67.4% |
| 10Y | +391.8% | +22.6% | +369.2% | +318.4% |
| All | +1,527.5% | +139.4% | +1,388.1% | +1,102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling