+3,377.6%
MSFT vs CTSH
+34,247.0%
-30,869.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.1% |
| 7D | -2.7% | -2.7% | 0.0% | -2.0% |
| 30D | +2.7% | +12.4% | -9.7% | -0.3% |
| 3M | +17.0% | +17.4% | -0.4% | +11.5% |
| 6M | +23.8% | -3.1% | +26.9% | +23.6% |
| YTD | +4.0% | -23.6% | +27.5% | +9.7% |
| 1Y | -0.8% | -10.8% | +10.0% | +0.3% |
| 3Y | +55.6% | -8.3% | +63.9% | +55.3% |
| 5Y | +72.9% | -11.3% | +84.2% | +73.4% |
| 10Y | +875.8% | +22.6% | +853.2% | +795.9% |
| All | +3,377.6% | +34,247.0% | -30,869.4% | +982.9% |
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 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