+888.6%
MS vs CTSH
+36,578.7%
-35,690.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.2% | -7.1% | -6.4% |
| 7D | -3.4% | +6.4% | -9.8% | -5.7% |
| 30D | -3.9% | +16.3% | -20.2% | -9.8% |
| 3M | -15.9% | +20.0% | -35.9% | -22.6% |
| 6M | -2.5% | +29.9% | -32.4% | -15.0% |
| YTD | +5.1% | -18.4% | +23.5% | +8.6% |
| 1Y | +13.0% | -8.9% | +21.8% | +11.8% |
| 3Y | +160.7% | +6.0% | +154.7% | +142.0% |
| 5Y | +114.0% | -9.3% | +123.3% | +108.0% |
| 10Y | +637.5% | +46.7% | +590.7% | +495.1% |
| All | +888.6% | +36,578.7% | -35,690.1% | +145.6% |
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