+868.6%
MSFT vs CTSH
+18.8%
+849.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.7% | +0.6% |
| 7D | -1.4% | -5.5% | +4.1% | +1.1% |
| 30D | -1.0% | +4.5% | -5.5% | -3.1% |
| 3M | +20.2% | +13.7% | +6.5% | +11.5% |
| 6M | +21.3% | -8.4% | +29.7% | +24.2% |
| YTD | +2.8% | -26.5% | +29.3% | +16.0% |
| 1Y | 0.0% | -13.9% | +13.9% | +3.5% |
| 3Y | +51.2% | -11.3% | +62.6% | +51.0% |
| 5Y | +71.4% | -14.8% | +86.3% | +71.7% |
| 10Y | +868.6% | +22.5% | +846.1% | +726.8% |
| All | +868.6% | +18.8% | +849.8% | +726.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling