+31.5%
CVS vs CTSH
-14.2%
+45.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.1% |
| 7D | -1.6% | -5.5% | +3.9% | -0.8% |
| 30D | +0.4% | +4.5% | -4.1% | -0.4% |
| 3M | -0.4% | +13.7% | -14.2% | -2.7% |
| 6M | +25.1% | -8.4% | +33.5% | +27.4% |
| YTD | +23.9% | -26.5% | +50.4% | +31.9% |
| 1Y | +41.1% | -13.9% | +55.0% | +44.0% |
| 3Y | +63.6% | -11.3% | +74.9% | +63.6% |
| 5Y | +31.5% | -14.8% | +46.4% | +30.1% |
| All | +31.5% | -14.2% | +45.7% | +30.1% |
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