-39.0%
U vs CTSH
-1.9%
-37.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +2.1% |
| 7D | -3.8% | -2.7% | -1.1% | -1.6% |
| 30D | +17.5% | +12.4% | +5.1% | +6.0% |
| 3M | +38.7% | +17.4% | +21.4% | +16.9% |
| 6M | +104.4% | -3.1% | +107.5% | +104.8% |
| YTD | -5.7% | -23.6% | +17.9% | +20.6% |
| 1Y | +3.7% | -10.8% | +14.5% | +12.5% |
| 3Y | +12.3% | -8.3% | +20.6% | +16.3% |
| 5Y | -68.8% | -11.3% | -57.5% | -64.7% |
| All | -39.0% | -1.9% | -37.1% | -37.2% |
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