+110.9%
MO vs CTSH
+24.9%
+86.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.2% |
| 7D | +0.1% | -3.7% | +3.9% | +0.8% |
| 30D | +7.1% | +3.7% | +3.4% | +6.3% |
| 3M | -2.0% | +17.9% | -19.9% | -5.3% |
| 6M | +7.3% | -2.6% | +10.0% | +7.0% |
| YTD | +23.5% | -26.4% | +49.9% | +29.8% |
| 1Y | +11.0% | -13.0% | +24.0% | +12.1% |
| 3Y | +95.0% | -11.2% | +106.2% | +93.2% |
| 5Y | +100.6% | -14.3% | +114.9% | +96.7% |
| All | +110.9% | +24.9% | +86.0% | +82.0% |
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