-13.1%
SLB vs CTSH
+34.5%
-47.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +3.5% | -2.1% | +5.6% | +4.4% |
| 30D | +6.5% | +1.4% | +5.1% | +4.8% |
| 3M | -0.2% | +7.5% | -7.7% | -5.3% |
| 6M | -5.7% | +39.6% | -45.3% | -22.7% |
| YTD | +36.8% | -22.3% | +59.1% | +48.3% |
| 1Y | +45.8% | -12.0% | +57.7% | +47.5% |
| 3Y | +3.4% | +1.8% | +1.6% | -4.9% |
| 5Y | +76.1% | -15.8% | +92.0% | +72.8% |
| All | -13.1% | +34.5% | -47.6% | -31.8% |
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