+155.7%
MO vs CTSH
+34.5%
+121.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | +3.3% | -2.1% | +5.4% | +3.7% |
| 30D | +7.5% | +1.4% | +6.1% | +7.1% |
| 3M | +22.8% | +7.5% | +15.3% | +20.6% |
| 6M | +13.4% | +39.6% | -26.2% | +5.3% |
| YTD | +43.0% | -22.3% | +65.3% | +48.7% |
| 1Y | +45.2% | -12.0% | +57.2% | +46.6% |
| 3Y | +145.5% | +1.8% | +143.7% | +134.9% |
| 5Y | +157.1% | -15.8% | +172.9% | +153.9% |
| All | +155.7% | +34.5% | +121.2% | +113.4% |
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