+1,129.3%
CSCO vs CTSH
+34,247.0%
-33,117.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.6% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | -10.1% | +12.4% | -22.5% | -13.5% |
| 3M | -15.7% | +17.4% | -33.1% | -21.0% |
| 6M | +36.3% | -3.1% | +39.3% | +34.5% |
| YTD | +43.8% | -23.6% | +67.4% | +52.0% |
| 1Y | +63.9% | -10.8% | +74.8% | +64.6% |
| 3Y | +104.4% | -8.3% | +112.6% | +102.1% |
| 5Y | +111.4% | -11.3% | +122.7% | +108.4% |
| 10Y | +361.7% | +22.6% | +339.1% | +302.3% |
| All | +1,129.3% | +34,247.0% | -33,117.7% | +149.8% |
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