+4.6%
CMCSA vs CTSH
+18.6%
-14.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.5% |
| 7D | -8.3% | -8.2% | -0.1% | -5.3% |
| 30D | -2.4% | +0.4% | -2.8% | -2.7% |
| 3M | +4.5% | +10.6% | -6.1% | -0.2% |
| 6M | -18.8% | -8.8% | -10.0% | -17.0% |
| YTD | -8.9% | -28.6% | +19.7% | +1.8% |
| 1Y | -18.3% | -15.9% | -2.4% | -15.0% |
| 3Y | -35.0% | -13.9% | -21.1% | -33.9% |
| 5Y | -48.2% | -17.1% | -31.1% | -47.6% |
| 10Y | +4.6% | +21.0% | -16.5% | -5.7% |
| All | +4.6% | +18.6% | -14.0% | -5.7% |
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