+94.4%
MO vs CTSH
-11.4%
+105.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.0% |
| 7D | -2.0% | -5.5% | +3.5% | -1.9% |
| 30D | -0.3% | +4.5% | -4.8% | -0.4% |
| 3M | -2.9% | +13.7% | -16.7% | -3.4% |
| 6M | +5.8% | -8.4% | +14.2% | +5.4% |
| YTD | +22.0% | -26.5% | +48.5% | +22.5% |
| 1Y | +10.7% | -13.9% | +24.6% | +10.0% |
| 3Y | +94.4% | -11.3% | +105.7% | +85.7% |
| All | +94.4% | -11.4% | +105.8% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling