+3,592.8%
MSFT vs CTSH
+35,575.5%
-31,982.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +0.2% | +13.4% | -13.2% | -3.3% |
| 3M | +6.4% | +14.4% | -8.1% | +2.2% |
| 6M | +28.7% | +27.7% | +1.0% | +19.2% |
| YTD | +10.4% | -20.6% | +31.0% | +14.8% |
| 1Y | +7.6% | -9.1% | +16.7% | +8.0% |
| 3Y | +52.3% | +3.1% | +49.2% | +46.8% |
| 5Y | +64.5% | -11.8% | +76.3% | +64.2% |
| 10Y | +917.8% | +42.7% | +875.1% | +801.0% |
| All | +3,592.8% | +35,575.5% | -31,982.7% | +1,032.3% |
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