+0.8%
CVNA vs CTSH
-11.3%
+12.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.5% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | +7.4% | +12.4% | -5.0% | +4.2% |
| 3M | +12.7% | +17.4% | -4.7% | +9.7% |
| 6M | +17.9% | -3.1% | +21.0% | +24.2% |
| YTD | -11.6% | -23.6% | +11.9% | -1.7% |
| 1Y | +0.8% | -10.8% | +11.6% | +7.3% |
| All | +0.8% | -11.3% | +12.0% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling