+3,224.0%
CSX vs CTSH
+36,578.7%
-33,354.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.6% |
| 7D | -2.7% | +6.4% | -9.1% | -4.0% |
| 30D | +7.0% | +16.3% | -9.3% | +3.6% |
| 3M | -0.3% | +20.0% | -20.3% | -4.4% |
| 6M | +13.5% | +29.9% | -16.4% | +6.1% |
| YTD | +41.5% | -18.4% | +59.9% | +44.6% |
| 1Y | +45.8% | -8.9% | +54.6% | +45.6% |
| 3Y | +74.4% | +6.0% | +68.4% | +68.2% |
| 5Y | +53.6% | -9.3% | +62.9% | +51.7% |
| 10Y | +465.6% | +46.7% | +418.9% | +407.6% |
| All | +3,224.0% | +36,578.7% | -33,354.7% | +1,969.2% |
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