+582.1%
CMCSA vs CTSH
+34,247.0%
-33,664.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.2% |
| 7D | -2.1% | -2.7% | +0.6% | -1.5% |
| 30D | +7.0% | +12.4% | -5.3% | +4.2% |
| 3M | +15.1% | +17.4% | -2.3% | +10.5% |
| 6M | -15.4% | -3.1% | -12.3% | -15.6% |
| YTD | -1.9% | -23.6% | +21.7% | +2.7% |
| 1Y | -12.7% | -10.8% | -1.9% | -11.9% |
| 3Y | -31.0% | -8.3% | -22.7% | -31.1% |
| 5Y | -46.1% | -11.3% | -34.8% | -46.1% |
| 10Y | +10.8% | +22.6% | -11.8% | +1.6% |
| All | +582.1% | +34,247.0% | -33,664.9% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling