+34.6%
CSCO vs CTSH
-11.5%
+46.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -2.1% |
| 7D | -10.2% | -0.6% | -9.6% | -10.2% |
| 30D | -20.1% | +13.4% | -33.5% | -19.7% |
| 3M | -22.1% | +14.4% | -36.5% | -21.7% |
| 6M | +3.2% | +27.7% | -24.5% | +5.0% |
| YTD | +24.1% | -20.6% | +44.7% | +32.6% |
| 1Y | +34.6% | -9.1% | +43.7% | +43.0% |
| All | +34.6% | -11.5% | +46.0% | +43.0% |
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