+3,844.8%
MO vs CTSH
+34,247.0%
-30,402.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +0.6% |
| 30D | +0.6% | +12.4% | -11.7% | -0.4% |
| 3M | -1.0% | +17.4% | -18.3% | -2.5% |
| 6M | +4.3% | -3.1% | +7.4% | +4.2% |
| YTD | +23.3% | -23.6% | +46.8% | +25.3% |
| 1Y | +10.5% | -10.8% | +21.3% | +10.7% |
| 3Y | +96.3% | -8.3% | +104.6% | +95.4% |
| 5Y | +98.9% | -11.3% | +110.2% | +97.4% |
| 10Y | +103.6% | +22.6% | +81.0% | +94.9% |
| All | +3,844.8% | +34,247.0% | -30,402.2% | +2,815.8% |
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