+52.0%
CSX vs CTSH
-13.5%
+65.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.2% |
| 7D | -2.2% | -2.3% | +0.1% | -1.6% |
| 30D | +6.8% | +7.4% | -0.6% | +4.7% |
| 3M | +0.7% | +10.9% | -10.2% | -2.6% |
| 6M | +13.3% | +24.7% | -11.4% | +5.0% |
| YTD | +40.5% | -22.0% | +62.5% | +52.9% |
| 1Y | +44.7% | -11.2% | +55.8% | +49.0% |
| 3Y | +74.5% | +3.9% | +70.6% | +66.8% |
| 5Y | +52.0% | -13.9% | +65.9% | +51.5% |
| All | +52.0% | -13.5% | +65.5% | +51.5% |
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