-68.4%
U vs CTSH
-11.9%
-56.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +7.7% |
| 7D | +36.6% | -0.6% | +37.2% | +37.1% |
| 30D | +13.3% | +13.4% | -0.1% | -0.2% |
| 3M | +26.2% | +14.4% | +11.7% | +8.7% |
| 6M | +88.7% | +27.7% | +61.0% | +40.8% |
| YTD | +16.6% | -20.6% | +37.2% | +43.3% |
| 1Y | +29.0% | -9.1% | +38.1% | +35.7% |
| 3Y | +99.5% | +3.1% | +96.4% | +75.8% |
| All | -68.4% | -11.9% | -56.6% | -64.0% |
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