+17.2%
ABNB vs CTSH
-19.0%
+36.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.2% |
| 7D | -7.4% | -8.2% | +0.8% | -2.8% |
| 30D | -8.2% | +0.4% | -8.6% | -8.5% |
| 3M | +29.1% | +10.6% | +18.6% | +20.0% |
| 6M | +26.6% | -8.8% | +35.4% | +31.9% |
| YTD | +25.0% | -28.6% | +53.6% | +51.7% |
| 1Y | +37.0% | -15.9% | +52.9% | +47.8% |
| 3Y | +16.3% | -13.9% | +30.2% | +22.5% |
| 5Y | +2.2% | -17.1% | +19.3% | +14.3% |
| All | +17.2% | -19.0% | +36.2% | +26.6% |
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