+99.5%
U vs CTSH
+3.1%
+96.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +7.1% |
| 7D | +36.6% | -0.6% | +37.2% | +37.0% |
| 30D | +13.3% | +13.4% | -0.1% | +3.5% |
| 3M | +26.2% | +14.4% | +11.7% | +13.6% |
| 6M | +88.7% | +27.7% | +61.0% | +55.3% |
| YTD | +16.6% | -20.6% | +37.2% | +46.1% |
| 1Y | +29.0% | -9.1% | +38.1% | +41.9% |
| 3Y | +99.5% | +3.1% | +96.4% | +82.4% |
| All | +99.5% | +3.1% | +96.4% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling