+366.8%
CSCO vs CTSH
+18.8%
+348.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +1.4% |
| 7D | -0.5% | -5.5% | +5.0% | +1.4% |
| 30D | -10.1% | +4.5% | -14.6% | -11.9% |
| 3M | -11.7% | +13.7% | -25.5% | -17.3% |
| 6M | +40.1% | -8.4% | +48.5% | +42.5% |
| YTD | +43.8% | -26.5% | +70.3% | +59.4% |
| 1Y | +66.6% | -13.9% | +80.5% | +71.4% |
| 3Y | +108.5% | -11.3% | +119.8% | +108.9% |
| 5Y | +114.0% | -14.8% | +128.8% | +113.2% |
| 10Y | +366.8% | +22.5% | +344.3% | +304.2% |
| All | +366.8% | +18.8% | +348.0% | +304.2% |
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