+408.2%
CSX vs CTSH
+38.7%
+369.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.3% |
| 7D | +0.7% | +1.8% | -1.1% | 0.0% |
| 30D | +8.1% | +9.8% | -1.7% | +3.7% |
| 3M | +2.2% | +12.1% | -9.9% | -3.5% |
| 6M | +14.6% | +27.4% | -12.8% | +0.4% |
| YTD | +42.2% | -20.3% | +62.5% | +52.8% |
| 1Y | +47.3% | -8.8% | +56.1% | +47.8% |
| 3Y | +73.5% | +4.0% | +69.5% | +60.0% |
| 5Y | +54.1% | -12.2% | +66.3% | +50.6% |
| All | +408.2% | +38.7% | +369.5% | +309.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling