+40.5%
CSCO vs CTSH
-11.4%
+51.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +6.6% | -4.2% | +10.8% | +6.3% |
| 30D | -11.3% | +3.9% | -15.3% | -11.2% |
| 3M | -17.3% | +10.2% | -27.5% | -17.0% |
| 6M | +3.5% | +35.3% | -31.8% | +4.4% |
| YTD | +34.9% | -21.8% | +56.7% | +43.4% |
| 1Y | +40.5% | -12.1% | +52.6% | +49.2% |
| All | +40.5% | -11.4% | +51.9% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling