+32.6%
NET vs CTSH
-10.1%
+42.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.6% | -4.6% |
| 7D | -16.4% | -0.9% | -15.5% | -16.3% |
| 30D | -25.8% | +13.1% | -38.9% | -33.4% |
| 3M | -11.5% | +17.9% | -29.4% | -23.8% |
| 6M | +18.9% | +28.5% | -9.6% | -6.7% |
| YTD | +35.2% | -19.3% | +54.5% | +56.5% |
| 1Y | +14.5% | -7.6% | +22.1% | +15.8% |
| 3Y | +313.8% | +4.8% | +309.0% | +248.6% |
| 5Y | +32.6% | -9.9% | +42.5% | +51.3% |
| All | +32.6% | -10.1% | +42.7% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling