+97.5%
MO vs CTSH
-17.3%
+114.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -2.4% | -8.2% | +5.8% | -1.7% |
| 30D | +3.6% | +0.4% | +3.2% | +3.5% |
| 3M | -3.7% | +10.6% | -14.3% | -4.6% |
| 6M | +4.5% | -8.8% | +13.3% | +5.1% |
| YTD | +21.5% | -28.6% | +50.1% | +25.3% |
| 1Y | +9.5% | -15.9% | +25.4% | +10.3% |
| 3Y | +93.6% | -13.9% | +107.4% | +91.9% |
| 5Y | +97.5% | -17.1% | +114.6% | +85.9% |
| All | +97.5% | -17.3% | +114.8% | +85.9% |
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