-0.5%
MSFT vs CTSH
-16.5%
+16.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | -1.0% | -8.2% | +7.2% | +0.6% |
| 30D | -2.7% | +0.4% | -3.1% | -2.7% |
| 3M | +22.1% | +10.6% | +11.5% | +18.2% |
| 6M | +20.6% | -8.8% | +29.4% | +20.0% |
| YTD | +2.3% | -28.6% | +30.9% | +2.9% |
| 1Y | -0.5% | -15.9% | +15.4% | +0.9% |
| All | -0.5% | -16.5% | +16.0% | +0.9% |
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