+320.5%
TMUS vs CTSH
+226.9%
+93.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.6% | +0.1% | -2.2% |
| 7D | +0.1% | -2.7% | +2.8% | +1.1% |
| 30D | +5.3% | +12.4% | -7.1% | +0.8% |
| 3M | +3.1% | +17.4% | -14.2% | -3.8% |
| 6M | -16.5% | -3.1% | -13.4% | -17.0% |
| YTD | -9.2% | -23.6% | +14.4% | -2.5% |
| 1Y | -26.5% | -10.8% | -15.7% | -26.0% |
| 3Y | +39.0% | -8.3% | +47.3% | +35.9% |
| 5Y | +40.4% | -11.3% | +51.7% | +35.4% |
| 10Y | +303.7% | +22.6% | +281.1% | +220.0% |
| All | +320.5% | +226.9% | +93.6% | +68.6% |
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