+4,433.8%
MO vs CTSH
+35,040.8%
-30,607.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.8% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | +8.9% | +3.9% | +4.9% | +8.5% |
| 3M | +23.0% | +10.2% | +12.8% | +21.8% |
| 6M | +15.0% | +35.3% | -20.3% | +11.6% |
| YTD | +41.7% | -21.8% | +63.5% | +43.6% |
| 1Y | +43.3% | -12.1% | +55.5% | +43.7% |
| 3Y | +143.2% | +2.0% | +141.1% | +139.6% |
| 5Y | +154.7% | -15.3% | +170.0% | +153.5% |
| 10Y | +151.0% | +35.7% | +115.3% | +138.5% |
| All | +4,433.8% | +35,040.8% | -30,607.0% | +3,240.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling