+554.2%
CMCSA vs CTSH
+35,415.6%
-34,861.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | +0.7% | -2.1% | +2.7% | +1.1% |
| 30D | +21.0% | +8.0% | +13.0% | +18.8% |
| 3M | -0.9% | +10.6% | -11.5% | -3.5% |
| 6M | +2.9% | +32.5% | -29.6% | -4.3% |
| YTD | -5.9% | -21.0% | +15.1% | -2.5% |
| 1Y | +2.5% | -9.9% | +12.4% | +3.1% |
| 3Y | -28.3% | +3.1% | -31.4% | -30.4% |
| 5Y | -40.8% | -13.4% | -27.4% | -40.7% |
| 10Y | +5.4% | +37.1% | -31.7% | -5.5% |
| All | +554.2% | +35,415.6% | -34,861.4% | +133.4% |
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