+61.8%
CVS vs CTSH
+38.7%
+23.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.9% |
| 7D | -2.6% | +1.8% | -4.5% | -3.2% |
| 30D | +4.0% | +9.8% | -5.7% | +1.2% |
| 3M | -6.3% | +12.1% | -18.4% | -9.8% |
| 6M | -0.4% | +27.4% | -27.8% | -8.5% |
| YTD | +15.6% | -20.3% | +35.9% | +21.4% |
| 1Y | +18.3% | -8.8% | +27.1% | +18.7% |
| 3Y | +47.3% | +4.0% | +43.2% | +38.6% |
| 5Y | +13.2% | -12.2% | +25.4% | +10.8% |
| All | +61.8% | +38.7% | +23.0% | +33.9% |
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