-42.1%
CMCSA vs CTSH
-13.5%
-28.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +3.5% |
| 30D | +18.6% | +7.4% | +11.2% | +15.6% |
| 3M | -1.8% | +10.9% | -12.8% | -5.8% |
| 6M | -0.7% | +24.7% | -25.3% | -9.0% |
| YTD | -7.8% | -22.0% | +14.2% | +0.1% |
| 1Y | +0.7% | -11.2% | +11.9% | +3.3% |
| 3Y | -28.0% | +3.9% | -31.8% | -32.6% |
| 5Y | -42.1% | -13.9% | -28.2% | -43.9% |
| All | -42.1% | -13.5% | -28.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling