+1,326.9%
AAPL vs CTSH
+37.5%
+1,289.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.4% |
| 7D | +1.8% | -2.1% | +3.8% | +2.6% |
| 30D | +4.3% | +8.0% | -3.7% | +0.2% |
| 3M | +16.6% | +10.6% | +6.0% | +10.0% |
| 6M | +21.6% | +32.5% | -10.9% | +3.1% |
| YTD | +31.2% | -21.0% | +52.1% | +41.6% |
| 1Y | +29.6% | -9.9% | +39.5% | +30.4% |
| 3Y | +93.1% | +3.1% | +90.0% | +77.6% |
| 5Y | +146.2% | -13.4% | +159.6% | +143.5% |
| 10Y | +1,326.9% | +37.1% | +1,289.7% | +1,050.1% |
| All | +1,326.9% | +37.5% | +1,289.3% | +1,050.1% |
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