+97.5%
CSCO vs CTSH
+1.7%
+95.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.1% |
| 30D | -15.8% | +1.4% | -17.2% | -16.3% |
| 3M | -15.4% | +7.5% | -22.8% | -16.8% |
| 6M | -5.4% | +39.6% | -45.0% | -12.2% |
| YTD | +26.5% | -22.3% | +48.8% | +40.3% |
| 1Y | +25.9% | -12.0% | +37.8% | +32.9% |
| 3Y | +97.5% | +1.8% | +95.7% | +88.6% |
| All | +97.5% | +1.7% | +95.9% | +88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling