+131.2%
TLT vs CTSH
+2,740.5%
-2,609.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | -0.2% |
| 7D | -0.4% | -2.7% | +2.3% | -0.7% |
| 30D | -0.6% | +12.4% | -12.9% | +0.5% |
| 3M | -2.7% | +17.4% | -20.1% | -1.0% |
| 6M | -5.6% | -3.1% | -2.6% | -5.6% |
| YTD | -2.8% | -23.6% | +20.8% | -4.7% |
| 1Y | -1.4% | -10.8% | +9.4% | -1.9% |
| 3Y | -1.6% | -8.3% | +6.7% | -1.4% |
| 5Y | -33.8% | -11.3% | -22.5% | -33.4% |
| 10Y | -21.1% | +22.6% | -43.8% | -15.4% |
| All | +131.2% | +2,740.5% | -2,609.3% | +226.1% |
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 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