-12.7%
CMCSA vs CTSH
-11.3%
-1.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | 0.0% |
| 7D | -2.1% | -2.7% | +0.6% | -1.7% |
| 30D | +7.0% | +12.4% | -5.3% | +5.1% |
| 3M | +15.1% | +17.4% | -2.3% | +11.9% |
| 6M | -15.4% | -3.1% | -12.3% | -16.2% |
| YTD | -1.9% | -23.6% | +21.7% | +0.1% |
| 1Y | -12.7% | -10.8% | -1.9% | -15.1% |
| All | -12.7% | -11.3% | -1.4% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling