+449.7%
V vs CTSH
+37.6%
+412.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +1.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | +13.6% | +13.4% | +0.2% | +6.7% |
| 3M | +14.3% | +14.4% | -0.1% | +6.2% |
| 6M | +33.1% | +27.7% | +5.4% | +15.3% |
| YTD | +21.2% | -20.6% | +41.8% | +31.2% |
| 1Y | +26.4% | -9.1% | +35.6% | +27.5% |
| 3Y | +77.6% | +3.1% | +74.5% | +64.2% |
| 5Y | +102.6% | -11.8% | +114.4% | +98.5% |
| All | +449.7% | +37.6% | +412.1% | +330.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling