+322.4%
NET vs CTSH
+4.8%
+317.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.6% | -3.7% |
| 7D | -16.4% | -0.9% | -15.5% | -16.3% |
| 30D | -25.8% | +13.1% | -38.9% | -30.5% |
| 3M | -11.5% | +17.9% | -29.4% | -19.0% |
| 6M | +18.9% | +28.5% | -9.6% | +3.9% |
| YTD | +35.2% | -19.3% | +54.5% | +53.8% |
| 1Y | +14.5% | -7.6% | +22.1% | +18.9% |
| All | +322.4% | +4.8% | +317.6% | +278.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling