+4,271.9%
MU vs CTSH
+39.1%
+4,232.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.0% |
| 7D | -12.0% | -2.3% | -9.8% | -11.5% |
| 30D | -28.7% | +7.4% | -36.2% | -31.9% |
| 3M | -16.4% | +10.9% | -27.4% | -22.5% |
| 6M | -1.8% | +24.7% | -26.5% | -19.1% |
| YTD | +157.1% | -22.0% | +179.0% | +177.9% |
| 1Y | +208.5% | -11.2% | +219.7% | +203.9% |
| 3Y | +906.2% | +3.9% | +902.3% | +772.0% |
| 5Y | +893.4% | -13.9% | +907.3% | +866.6% |
| 10Y | +4,271.9% | +37.8% | +4,234.1% | +3,167.5% |
| All | +4,271.9% | +39.1% | +4,232.8% | +3,167.5% |
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