+444.2%
V vs CTSH
+39.1%
+405.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.6% |
| 7D | -0.8% | -2.3% | +1.5% | +0.2% |
| 30D | +9.5% | +7.4% | +2.1% | +5.5% |
| 3M | +16.7% | +10.9% | +5.7% | +9.9% |
| 6M | +32.9% | +24.7% | +8.3% | +16.4% |
| YTD | +21.1% | -22.0% | +43.1% | +32.1% |
| 1Y | +26.6% | -11.2% | +37.8% | +29.1% |
| 3Y | +78.4% | +3.9% | +74.5% | +63.9% |
| 5Y | +105.5% | -13.9% | +119.4% | +103.7% |
| 10Y | +444.2% | +37.8% | +406.5% | +324.0% |
| All | +444.2% | +39.1% | +405.2% | +324.0% |
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 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