+41.9%
CVS vs CTSH
+18.6%
+23.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | -1.9% | -8.2% | +6.3% | +0.2% |
| 30D | -0.3% | +0.4% | -0.7% | -0.6% |
| 3M | -1.1% | +10.6% | -11.7% | -4.6% |
| 6M | +23.7% | -8.8% | +32.5% | +25.3% |
| YTD | +23.0% | -28.6% | +51.6% | +33.3% |
| 1Y | +37.2% | -15.9% | +53.1% | +40.5% |
| 3Y | +62.4% | -13.9% | +76.3% | +62.7% |
| 5Y | +31.8% | -17.1% | +48.9% | +30.9% |
| 10Y | +41.9% | +21.0% | +20.9% | +24.8% |
| All | +41.9% | +18.6% | +23.3% | +24.8% |
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