+665.8%
CVS vs CTSH
+35,729.8%
-35,064.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.1% |
| 7D | -2.6% | +1.8% | -4.5% | -3.0% |
| 30D | +4.0% | +9.8% | -5.7% | +2.3% |
| 3M | -6.3% | +12.1% | -18.4% | -8.4% |
| 6M | -0.4% | +27.4% | -27.8% | -5.3% |
| YTD | +15.6% | -20.3% | +35.9% | +17.9% |
| 1Y | +18.3% | -8.8% | +27.1% | +18.0% |
| 3Y | +47.3% | +4.0% | +43.2% | +42.8% |
| 5Y | +13.2% | -12.2% | +25.4% | +11.8% |
| 10Y | +57.2% | +38.7% | +18.5% | +42.8% |
| All | +665.8% | +35,729.8% | -35,064.0% | +293.4% |
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