+321.5%
CSCO vs CTSH
+39.1%
+282.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.7% |
| 7D | -2.9% | -2.3% | -0.6% | -2.2% |
| 30D | -16.7% | +7.4% | -24.1% | -19.5% |
| 3M | -18.4% | +10.9% | -29.4% | -22.9% |
| 6M | +2.9% | +24.7% | -21.7% | -8.9% |
| YTD | +30.4% | -22.0% | +52.4% | +40.2% |
| 1Y | +41.4% | -11.2% | +52.5% | +42.9% |
| 3Y | +104.7% | +3.9% | +100.8% | +89.1% |
| 5Y | +96.9% | -13.9% | +110.9% | +93.9% |
| 10Y | +321.5% | +37.8% | +283.7% | +250.6% |
| All | +321.5% | +39.1% | +282.4% | +250.6% |
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