+174.8%
MS vs CTSH
+2.4%
+172.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.5% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | -0.9% | +7.4% | -8.4% | -2.9% |
| 3M | -13.0% | +10.9% | -23.9% | -15.8% |
| 6M | -2.0% | +24.7% | -26.6% | -8.5% |
| YTD | +7.8% | -22.0% | +29.8% | +23.8% |
| 1Y | +17.9% | -11.2% | +29.0% | +26.0% |
| 3Y | +174.8% | +3.9% | +170.9% | +166.5% |
| All | +174.8% | +2.4% | +172.4% | +166.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling