+3,131.1%
CSX vs CTSH
+34,247.0%
-31,115.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.6% |
| 7D | -3.4% | -2.7% | -0.7% | -2.9% |
| 30D | -3.1% | +12.4% | -15.4% | -5.5% |
| 3M | +7.2% | +17.4% | -10.2% | +2.9% |
| 6M | +16.2% | -3.1% | +19.2% | +15.4% |
| YTD | +37.5% | -23.6% | +61.1% | +43.0% |
| 1Y | +53.2% | -10.8% | +64.1% | +54.0% |
| 3Y | +68.2% | -8.3% | +76.5% | +67.6% |
| 5Y | +65.2% | -11.3% | +76.6% | +64.5% |
| 10Y | +504.1% | +22.6% | +481.5% | +460.6% |
| All | +3,131.1% | +34,247.0% | -31,115.9% | +1,945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling