+960.6%
CSCO vs CTSH
+35,575.5%
-34,614.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.8% | -1.1% |
| 7D | -10.2% | -0.6% | -9.6% | -10.1% |
| 30D | -20.1% | +13.4% | -33.5% | -23.5% |
| 3M | -22.1% | +14.4% | -36.5% | -26.1% |
| 6M | +3.2% | +27.7% | -24.5% | -7.1% |
| YTD | +24.1% | -20.6% | +44.7% | +28.3% |
| 1Y | +34.6% | -9.1% | +43.7% | +33.3% |
| 3Y | +90.0% | +3.1% | +86.9% | +79.6% |
| 5Y | +88.6% | -11.8% | +100.3% | +84.4% |
| 10Y | +316.5% | +42.7% | +273.8% | +245.4% |
| All | +960.6% | +35,575.5% | -34,614.8% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling