+122.5%
PM vs CTSH
-7.5%
+130.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.8% |
| 7D | -4.9% | -2.7% | -2.2% | -4.8% |
| 30D | -3.4% | +12.4% | -15.7% | -3.9% |
| 3M | +5.2% | +17.4% | -12.2% | +4.2% |
| 6M | +3.7% | -3.1% | +6.8% | +3.8% |
| YTD | +15.8% | -23.6% | +39.3% | +18.7% |
| 1Y | +17.4% | -10.8% | +28.2% | +18.5% |
| All | +122.5% | -7.5% | +130.0% | +122.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling