+956.5%
CSCO vs CTSH
+35,575.5%
-34,618.9%
-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 | -22.4% | +14.4% | -36.8% | -26.4% |
| 6M | +2.8% | +27.7% | -24.9% | -7.4% |
| YTD | +23.6% | -20.6% | +44.2% | +27.8% |
| 1Y | +34.0% | -9.1% | +43.2% | +32.8% |
| 3Y | +89.3% | +3.1% | +86.2% | +78.9% |
| 5Y | +87.9% | -11.8% | +99.6% | +83.7% |
| 10Y | +314.9% | +42.7% | +272.2% | +244.1% |
| All | +956.5% | +35,575.5% | -34,618.9% | +110.1% |
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