-3.1%
SLB vs CTSH
+21.9%
-25.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.8% |
| 7D | +0.8% | -2.7% | +3.5% | +2.1% |
| 30D | +15.8% | +12.4% | +3.5% | +9.7% |
| 3M | -0.3% | +17.4% | -17.7% | -8.6% |
| 6M | +21.3% | -3.1% | +24.4% | +20.5% |
| YTD | +52.3% | -23.6% | +75.9% | +68.5% |
| 1Y | +63.6% | -10.8% | +74.4% | +66.2% |
| 3Y | +3.8% | -8.3% | +12.1% | +2.6% |
| 5Y | +128.6% | -11.3% | +140.0% | +121.0% |
| All | -3.1% | +21.9% | -25.1% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling