+131.3%
TLT vs CTSH
+2,850.3%
-2,719.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | -0.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | +13.4% | -7.2% | +7.4% |
| 3M | +0.1% | +14.4% | -14.4% | +1.4% |
| 6M | -3.0% | +27.7% | -30.7% | -0.3% |
| YTD | -2.7% | -20.6% | +17.9% | -4.2% |
| 1Y | -4.8% | -9.1% | +4.3% | -5.1% |
| 3Y | +6.9% | +3.1% | +3.8% | +8.5% |
| 5Y | -34.5% | -11.8% | -22.7% | -34.1% |
| 10Y | -17.3% | +42.7% | -60.0% | -9.9% |
| All | +131.3% | +2,850.3% | -2,719.0% | +227.7% |
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