+561.8%
ON vs CTSH
+18.8%
+543.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.8% | -0.6% | -2.1% |
| 7D | -2.2% | -5.5% | +3.3% | +1.1% |
| 30D | -12.4% | +4.5% | -16.9% | -15.3% |
| 3M | -41.2% | +13.7% | -54.9% | -48.4% |
| 6M | +25.0% | -8.4% | +33.4% | +24.4% |
| YTD | +31.3% | -26.5% | +57.8% | +51.9% |
| 1Y | +45.4% | -13.9% | +59.3% | +47.8% |
| 3Y | -27.4% | -11.3% | -16.1% | -28.1% |
| 5Y | +58.5% | -14.8% | +73.3% | +62.2% |
| 10Y | +561.8% | +22.5% | +539.3% | +477.3% |
| All | +561.8% | +18.8% | +543.0% | +477.3% |
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 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