+2,894.4%
TER vs CTSH
+34,247.0%
-31,352.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +6.7% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | -8.3% | +12.4% | -20.6% | -12.5% |
| 3M | -12.2% | +17.4% | -29.6% | -20.0% |
| 6M | +17.1% | -3.1% | +20.1% | +12.4% |
| YTD | +84.7% | -23.6% | +108.2% | +90.9% |
| 1Y | +199.9% | -10.8% | +210.8% | +193.6% |
| 3Y | +232.8% | -8.3% | +241.1% | +223.2% |
| 5Y | +198.6% | -11.3% | +209.9% | +194.4% |
| 10Y | +1,669.7% | +22.6% | +1,647.1% | +1,438.8% |
| All | +2,894.4% | +34,247.0% | -31,352.6% | +586.4% |
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