+995.4%
TER vs CTSH
+34.5%
+960.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.1% |
| 7D | +14.4% | -2.1% | +16.5% | +15.2% |
| 30D | -30.6% | +1.4% | -32.0% | -32.0% |
| 3M | -39.2% | +7.5% | -46.6% | -43.2% |
| 6M | -31.3% | +39.6% | -70.8% | -47.1% |
| YTD | +29.1% | -22.3% | +51.4% | +37.8% |
| 1Y | +47.4% | -12.0% | +59.4% | +44.0% |
| 3Y | +191.2% | +1.8% | +189.4% | +157.5% |
| 5Y | +74.0% | -15.8% | +89.8% | +73.1% |
| All | +995.4% | +34.5% | +960.9% | +751.5% |
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 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