+27.1%
CVNA vs CTSH
-12.1%
+39.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -6.3% |
| 7D | +2.4% | +1.8% | +0.6% | +0.5% |
| 30D | +14.6% | +9.8% | +4.8% | +1.7% |
| 3M | -1.5% | +12.1% | -13.7% | -16.1% |
| 6M | -6.3% | +27.4% | -33.7% | -34.3% |
| YTD | -13.5% | -20.3% | +6.8% | +6.0% |
| 1Y | +13.3% | -8.8% | +22.1% | +14.2% |
| 3Y | +1,150.8% | +4.0% | +1,146.7% | +860.6% |
| 5Y | +27.1% | -12.2% | +39.3% | +55.0% |
| All | +27.1% | -12.1% | +39.2% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling