+188.0%
ON vs CTSH
+3,101.6%
-2,913.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.7% | +10.9% | +10.0% |
| 7D | -1.4% | -2.3% | +0.9% | -0.6% |
| 30D | -10.9% | +7.4% | -18.3% | -14.9% |
| 3M | -14.9% | +10.9% | -25.8% | -20.8% |
| 6M | -33.0% | +24.7% | -57.7% | -44.1% |
| YTD | +27.6% | -22.0% | +49.6% | +31.5% |
| 1Y | +44.5% | -11.2% | +55.6% | +39.5% |
| 3Y | +7.4% | +3.9% | +3.5% | -3.5% |
| 5Y | +18.7% | -13.9% | +32.7% | +18.1% |
| 10Y | +516.0% | +37.8% | +478.2% | +400.9% |
| All | +188.0% | +3,101.6% | -2,913.7% | -43.4% |
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 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