+62.9%
ON vs CTSH
-11.4%
+74.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.6% |
| 7D | +2.4% | -2.7% | +5.1% | +3.6% |
| 30D | -3.3% | +12.4% | -15.7% | -8.7% |
| 3M | -43.6% | +17.4% | -60.9% | -48.8% |
| 6M | +19.0% | -3.1% | +22.0% | +20.7% |
| YTD | +37.4% | -23.6% | +60.9% | +66.1% |
| 1Y | +54.8% | -10.8% | +65.6% | +62.8% |
| 3Y | -25.2% | -8.3% | -16.9% | -23.8% |
| All | +62.9% | -11.4% | +74.3% | +82.6% |
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