+535.7%
ON vs CTSH
+39.6%
+496.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.6% |
| 7D | -4.1% | +1.8% | -6.0% | -5.4% |
| 30D | -10.2% | +9.8% | -20.0% | -16.6% |
| 3M | -12.7% | +12.1% | -24.9% | -21.3% |
| 6M | -32.5% | +27.4% | -60.0% | -47.8% |
| YTD | +28.6% | -20.3% | +48.8% | +38.6% |
| 1Y | +43.4% | -8.8% | +52.2% | +38.1% |
| 3Y | +3.3% | +4.0% | -0.7% | -11.4% |
| 5Y | +22.5% | -12.2% | +34.7% | +20.6% |
| 10Y | +535.7% | +38.7% | +497.0% | +390.4% |
| All | +535.7% | +39.6% | +496.1% | +390.4% |
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