+1,730.1%
TER vs CTSH
+35,575.5%
-33,845.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.3% | +3.5% |
| 7D | -20.5% | -0.6% | -19.9% | -20.5% |
| 30D | -47.0% | +13.4% | -60.4% | -49.9% |
| 3M | -43.3% | +14.4% | -57.7% | -47.3% |
| 6M | -42.9% | +27.7% | -70.6% | -51.1% |
| YTD | +12.9% | -20.6% | +33.5% | +12.7% |
| 1Y | +18.2% | -9.1% | +27.3% | +12.1% |
| 3Y | +151.8% | +3.1% | +148.7% | +129.6% |
| 5Y | +54.2% | -11.8% | +66.0% | +49.1% |
| 10Y | +908.2% | +42.7% | +865.5% | +720.4% |
| All | +1,730.1% | +35,575.5% | -33,845.3% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling