+47.9%
MS vs CTSH
-11.3%
+59.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.4% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | -0.3% | +12.4% | -12.6% | -0.6% |
| 3M | +0.3% | +17.4% | -17.1% | +1.2% |
| 6M | +31.3% | -3.1% | +34.4% | +38.5% |
| YTD | +24.7% | -23.6% | +48.2% | +35.4% |
| 1Y | +47.9% | -10.8% | +58.7% | +58.2% |
| All | +47.9% | -11.3% | +59.2% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling