+504.6%
CSX vs CTSH
+22.8%
+481.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.3% |
| 7D | -3.4% | -2.7% | -0.7% | -2.4% |
| 30D | -3.1% | +12.4% | -15.4% | -7.8% |
| 3M | +7.2% | +17.4% | -10.2% | -1.1% |
| 6M | +16.2% | -3.1% | +19.2% | +15.4% |
| YTD | +37.5% | -23.6% | +61.1% | +51.0% |
| 1Y | +53.2% | -10.8% | +64.1% | +55.5% |
| 3Y | +68.2% | -8.3% | +76.5% | +66.1% |
| 5Y | +65.2% | -11.3% | +76.6% | +61.3% |
| All | +504.6% | +22.8% | +481.8% | +396.1% |
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 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