+1,361.6%
AAPL vs CTSH
+35.4%
+1,326.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.3% |
| 7D | +3.2% | -4.2% | +7.4% | +5.0% |
| 30D | +4.1% | +3.9% | +0.1% | +1.6% |
| 3M | +17.5% | +10.2% | +7.3% | +11.0% |
| 6M | +20.6% | +35.3% | -14.7% | +1.2% |
| YTD | +31.0% | -21.8% | +52.8% | +42.1% |
| 1Y | +30.2% | -12.1% | +42.4% | +32.7% |
| 3Y | +92.9% | +2.0% | +90.8% | +78.2% |
| 5Y | +142.4% | -15.3% | +157.7% | +142.2% |
| All | +1,361.6% | +35.4% | +1,326.2% | +1,084.1% |
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