+3,065.8%
CVNA vs CTSH
+12.1%
+3,053.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.5% |
| 7D | -4.3% | -9.8% | +5.5% | +5.4% |
| 30D | -2.4% | +0.1% | -2.5% | -3.0% |
| 3M | +4.5% | +13.2% | -8.7% | -12.3% |
| 6M | +10.2% | -6.2% | +16.4% | +10.6% |
| YTD | -16.7% | -28.5% | +11.7% | +9.9% |
| 1Y | -3.8% | -13.8% | +10.0% | +1.0% |
| 3Y | +648.3% | -13.7% | +662.0% | +684.8% |
| 5Y | +6.6% | -16.7% | +23.3% | +28.3% |
| All | +3,065.8% | +12.1% | +3,053.7% | +2,554.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling