-34.3%
TLT vs CTSH
-11.9%
-22.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | +13.4% | -7.2% | +5.8% |
| 3M | +0.1% | +14.4% | -14.4% | -0.3% |
| 6M | -3.0% | +27.7% | -30.7% | -3.6% |
| YTD | -2.7% | -20.6% | +17.9% | -1.9% |
| 1Y | -4.8% | -9.1% | +4.3% | -4.5% |
| 3Y | +6.9% | +3.1% | +3.8% | +6.6% |
| All | -34.3% | -11.9% | -22.5% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling