+88.1%
CSCO vs CTSH
-11.9%
+99.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.4% |
| 7D | -10.2% | -0.6% | -9.6% | -10.1% |
| 30D | -20.1% | +13.4% | -33.5% | -22.9% |
| 3M | -22.4% | +14.4% | -36.8% | -25.8% |
| 6M | +2.8% | +27.7% | -24.9% | -5.6% |
| YTD | +23.6% | -20.6% | +44.2% | +34.1% |
| 1Y | +34.0% | -9.1% | +43.2% | +37.5% |
| 3Y | +89.3% | +3.1% | +86.2% | +81.8% |
| All | +88.1% | -11.9% | +99.9% | +88.7% |
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