+3,259.9%
CVNA vs CTSH
+19.8%
+3,240.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +5.1% |
| 7D | +0.7% | -2.7% | +3.4% | +3.2% |
| 30D | +7.4% | +12.4% | -5.0% | -4.5% |
| 3M | +12.7% | +17.4% | -4.7% | -8.2% |
| 6M | +17.9% | -3.1% | +21.0% | +15.1% |
| YTD | -11.6% | -23.6% | +11.9% | +9.5% |
| 1Y | +0.8% | -10.8% | +11.6% | +3.1% |
| 3Y | +633.4% | -8.3% | +641.7% | +627.3% |
| 5Y | +13.5% | -11.3% | +24.8% | +28.8% |
| All | +3,259.9% | +19.8% | +3,240.1% | +2,547.2% |
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