-4.5%
SLB vs CTSH
+3.1%
-7.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.1% |
| 7D | -7.1% | -0.6% | -6.5% | -7.0% |
| 30D | +4.1% | +13.4% | -9.3% | +0.3% |
| 3M | -2.6% | +14.4% | -17.1% | -6.9% |
| 6M | -8.6% | +27.7% | -36.3% | -15.7% |
| YTD | +32.2% | -20.6% | +52.8% | +46.8% |
| 1Y | +40.7% | -9.1% | +49.8% | +44.8% |
| 3Y | -4.5% | +3.1% | -7.6% | -13.5% |
| All | -4.5% | +3.1% | -7.7% | -13.5% |
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