+43.2%
TER vs CTSH
-7.5%
+50.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -4.7% |
| 7D | -19.9% | -0.9% | -19.0% | -20.1% |
| 30D | -43.5% | +13.1% | -56.6% | -37.7% |
| 3M | -37.8% | +17.9% | -55.7% | -28.3% |
| 6M | -25.6% | +28.5% | -54.0% | 0.0% |
| YTD | +29.8% | -19.3% | +49.1% | +53.5% |
| 1Y | +43.2% | -7.6% | +50.8% | +53.7% |
| All | +43.2% | -7.5% | +50.7% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling