+5,955.2%
MU vs CTSH
+35,575.5%
-29,620.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.9% | +6.1% |
| 7D | -22.0% | -0.6% | -21.4% | -22.1% |
| 30D | -36.6% | +13.4% | -50.0% | -39.9% |
| 3M | -21.7% | +14.4% | -36.1% | -26.7% |
| 6M | +3.5% | +27.7% | -24.2% | -11.1% |
| YTD | +141.9% | -20.6% | +162.5% | +143.2% |
| 1Y | +189.8% | -9.1% | +199.0% | +176.9% |
| 3Y | +855.4% | +3.1% | +852.3% | +769.4% |
| 5Y | +869.2% | -11.8% | +880.9% | +831.7% |
| 10Y | +4,142.8% | +42.7% | +4,100.1% | +3,379.4% |
| All | +5,955.2% | +35,575.5% | -29,620.2% | +1,508.6% |
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