+53.6%
CSX vs CTSH
-9.4%
+63.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -2.7% | +6.4% | -9.1% | -4.3% |
| 30D | +7.0% | +16.3% | -9.3% | +2.7% |
| 3M | -0.3% | +20.0% | -20.3% | -5.6% |
| 6M | +13.5% | +29.9% | -16.4% | +4.1% |
| YTD | +41.5% | -18.4% | +59.9% | +52.1% |
| 1Y | +45.8% | -8.9% | +54.6% | +49.6% |
| 3Y | +74.4% | +6.0% | +68.4% | +66.3% |
| 5Y | +53.6% | -9.3% | +62.9% | +50.6% |
| All | +53.6% | -9.4% | +63.0% | +50.6% |
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