+48.2%
CSX vs CTSH
-11.9%
+60.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.6% | -2.6% |
| 7D | -5.5% | -0.6% | -4.9% | -5.4% |
| 30D | +4.9% | +13.4% | -8.5% | +1.4% |
| 3M | -2.9% | +14.4% | -17.3% | -6.8% |
| 6M | +8.3% | +27.7% | -19.4% | -0.3% |
| YTD | +36.7% | -20.6% | +57.4% | +48.1% |
| 1Y | +41.5% | -9.1% | +50.6% | +44.8% |
| 3Y | +68.6% | +3.1% | +65.5% | +62.0% |
| All | +48.2% | -11.9% | +60.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling