+209.9%
ON vs CTSH
+3,036.7%
-2,826.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.7% |
| 7D | +2.4% | -2.7% | +5.1% | +3.7% |
| 30D | -3.3% | +12.4% | -15.7% | -8.9% |
| 3M | -43.6% | +17.4% | -60.9% | -49.9% |
| 6M | +19.0% | -3.1% | +22.0% | +13.3% |
| YTD | +37.4% | -23.6% | +60.9% | +45.7% |
| 1Y | +54.8% | -10.8% | +65.6% | +51.8% |
| 3Y | -25.2% | -8.3% | -16.9% | -27.2% |
| 5Y | +62.7% | -11.3% | +74.0% | +62.6% |
| 10Y | +574.3% | +22.6% | +551.7% | +482.6% |
| All | +209.9% | +3,036.7% | -2,826.8% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling