+2,475.6%
AVGO vs CTSH
+39.6%
+2,436.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.2% | +1.7% | +3.0% |
| 7D | 0.0% | +1.8% | -1.9% | -1.0% |
| 30D | -8.2% | +9.8% | -18.0% | -12.8% |
| 3M | -21.3% | +12.1% | -33.4% | -27.0% |
| 6M | -22.5% | +27.4% | -49.9% | -34.5% |
| YTD | -3.6% | -20.3% | +16.7% | +3.3% |
| 1Y | -6.7% | -8.8% | +2.1% | -7.8% |
| 3Y | +258.1% | +4.0% | +254.1% | +222.1% |
| 5Y | +560.9% | -12.2% | +573.1% | +544.4% |
| 10Y | +2,475.6% | +38.7% | +2,436.9% | +1,926.7% |
| All | +2,475.6% | +39.6% | +2,436.0% | +1,926.7% |
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