+383.5%
V vs CTSH
+21.9%
+361.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.6% |
| 7D | -1.7% | -2.7% | +1.0% | -0.5% |
| 30D | +2.0% | +12.4% | -10.4% | -3.4% |
| 3M | +17.4% | +17.4% | 0.0% | +7.7% |
| 6M | +17.5% | -3.1% | +20.6% | +17.1% |
| YTD | +7.6% | -23.6% | +31.2% | +19.2% |
| 1Y | +7.7% | -10.8% | +18.5% | +10.0% |
| 3Y | +54.7% | -8.3% | +63.0% | +53.2% |
| 5Y | +73.0% | -11.3% | +84.4% | +70.6% |
| All | +383.5% | +21.9% | +361.6% | +298.8% |
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