+695.6%
CVNA vs CTSH
-11.4%
+707.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +2.4% |
| 7D | +3.5% | -5.5% | +9.0% | +6.8% |
| 30D | +5.5% | +4.5% | +1.0% | +2.5% |
| 3M | +7.6% | +13.7% | -6.2% | -0.9% |
| 6M | +17.6% | -8.4% | +26.0% | +28.7% |
| YTD | -11.5% | -26.5% | +15.0% | +15.8% |
| 1Y | +0.4% | -13.9% | +14.3% | +11.1% |
| 3Y | +695.6% | -11.3% | +706.9% | +748.4% |
| All | +695.6% | -11.4% | +707.0% | +748.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling