+149.7%
MO vs CTSH
-12.4%
+162.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -0.8% | +1.8% | -2.6% | -0.9% |
| 30D | +6.5% | +9.8% | -3.3% | +5.7% |
| 3M | +18.3% | +12.1% | +6.2% | +17.1% |
| 6M | +15.6% | +27.4% | -11.8% | +13.1% |
| YTD | +38.8% | -20.3% | +59.1% | +41.4% |
| 1Y | +41.6% | -8.8% | +50.4% | +41.9% |
| 3Y | +138.2% | +4.0% | +134.2% | +131.1% |
| All | +149.7% | -12.4% | +162.1% | +145.7% |
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 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