+47.6%
ON vs CTSH
-7.5%
+55.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -4.9% | -0.8% |
| 7D | -5.8% | -0.9% | -4.9% | -5.9% |
| 30D | -17.1% | +13.1% | -30.2% | -13.1% |
| 3M | -11.8% | +17.9% | -29.7% | -5.5% |
| 6M | -30.2% | +28.5% | -58.7% | -18.2% |
| YTD | +31.6% | -19.3% | +50.9% | +73.5% |
| 1Y | +47.6% | -7.6% | +55.2% | +67.5% |
| All | +47.6% | -7.5% | +55.0% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling