+113.3%
CSCO vs CTSH
-11.4%
+124.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.5% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | -10.1% | +12.4% | -22.5% | -13.1% |
| 3M | -15.7% | +17.4% | -33.1% | -19.7% |
| 6M | +36.3% | -3.1% | +39.3% | +38.3% |
| YTD | +43.8% | -23.6% | +67.4% | +58.7% |
| 1Y | +63.9% | -10.8% | +74.8% | +69.2% |
| 3Y | +104.4% | -8.3% | +112.6% | +106.0% |
| All | +113.3% | -11.4% | +124.7% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling