+3,091.0%
CVNA vs CTSH
+22.5%
+3,068.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.1% |
| 7D | -1.7% | -4.2% | +2.5% | +1.9% |
| 30D | +17.3% | +3.9% | +13.4% | +10.1% |
| 3M | -2.3% | +10.2% | -12.4% | -14.9% |
| 6M | -3.9% | +35.3% | -39.2% | -36.2% |
| YTD | -16.1% | -21.8% | +5.7% | -2.3% |
| 1Y | +7.9% | -12.1% | +20.1% | +9.7% |
| 3Y | +1,113.4% | +2.0% | +1,111.4% | +923.7% |
| 5Y | +20.3% | -15.3% | +35.6% | +36.8% |
| All | +3,091.0% | +22.5% | +3,068.4% | +2,261.4% |
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 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