+143.9%
PM vs CTSH
+3.1%
+140.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.7% |
| 7D | -5.2% | -0.6% | -4.6% | -5.2% |
| 30D | +2.7% | +13.4% | -10.7% | +2.1% |
| 3M | +5.2% | +14.4% | -9.2% | +4.6% |
| 6M | +17.0% | +27.7% | -10.7% | +15.6% |
| YTD | +25.5% | -20.6% | +46.1% | +28.0% |
| 1Y | +35.5% | -9.1% | +44.6% | +36.5% |
| 3Y | +143.9% | +3.1% | +140.8% | +132.5% |
| All | +143.9% | +3.1% | +140.8% | +132.5% |
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