+726.4%
CVS vs CTSH
+34,247.0%
-33,520.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | +4.0% | -2.7% | +6.7% | +4.4% |
| 30D | -2.4% | +12.4% | -14.8% | -4.3% |
| 3M | +2.7% | +17.4% | -14.7% | -0.6% |
| 6M | +21.9% | -3.1% | +24.9% | +21.2% |
| YTD | +24.7% | -23.6% | +48.3% | +28.5% |
| 1Y | +35.4% | -10.8% | +46.3% | +35.8% |
| 3Y | +65.2% | -8.3% | +73.5% | +63.9% |
| 5Y | +30.5% | -11.3% | +41.9% | +29.1% |
| 10Y | +40.4% | +22.6% | +17.8% | +30.0% |
| All | +726.4% | +34,247.0% | -33,520.6% | +328.8% |
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 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