+29.7%
PM vs CTSH
-9.6%
+39.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.1% |
| 7D | -7.1% | -2.1% | -5.0% | -7.1% |
| 30D | -2.8% | +8.0% | -10.8% | -2.9% |
| 3M | +6.3% | +10.6% | -4.2% | +6.2% |
| 6M | +9.6% | +32.5% | -22.9% | +9.4% |
| YTD | +25.6% | -21.0% | +46.6% | +28.2% |
| 1Y | +29.7% | -9.9% | +39.6% | +27.9% |
| All | +29.7% | -9.6% | +39.2% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling