+238.5%
TER vs CTSH
-8.2%
+246.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +5.4% |
| 7D | +0.6% | -2.7% | +3.3% | +0.6% |
| 30D | -8.3% | +12.4% | -20.6% | -8.2% |
| 3M | -12.2% | +17.4% | -29.6% | -8.4% |
| 6M | +17.1% | -3.1% | +20.1% | +32.0% |
| YTD | +84.7% | -23.6% | +108.2% | +134.2% |
| 1Y | +199.9% | -10.8% | +210.8% | +234.9% |
| All | +238.5% | -8.2% | +246.7% | +257.2% |
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