-12.5%
TLT vs CTSH
+39.1%
-51.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | +0.3% | -2.3% | +2.6% | +0.2% |
| 30D | +5.1% | +7.4% | -2.3% | +5.6% |
| 3M | -0.2% | +10.9% | -11.1% | +0.6% |
| 6M | -2.9% | +24.7% | -27.6% | -1.2% |
| YTD | -2.7% | -22.0% | +19.3% | -4.1% |
| 1Y | -4.6% | -11.2% | +6.6% | -5.0% |
| 3Y | +6.1% | +3.9% | +2.2% | +7.6% |
| 5Y | -35.1% | -13.9% | -21.2% | -35.3% |
| 10Y | -12.5% | +37.8% | -50.3% | -6.4% |
| All | -12.5% | +39.1% | -51.6% | -6.4% |
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 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