+633.4%
CVS vs CTSH
+34,958.1%
-34,324.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +1.9% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | -0.3% | +7.4% | -7.8% | -1.7% |
| 3M | -10.3% | +10.9% | -21.2% | -12.1% |
| 6M | -4.6% | +24.7% | -29.3% | -9.0% |
| YTD | +10.7% | -22.0% | +32.7% | +13.3% |
| 1Y | +11.2% | -11.2% | +22.4% | +11.4% |
| 3Y | +43.0% | +3.9% | +39.2% | +38.7% |
| 5Y | +8.6% | -13.9% | +22.6% | +7.6% |
| 10Y | +52.0% | +37.8% | +14.2% | +38.2% |
| All | +633.4% | +34,958.1% | -34,324.6% | +278.0% |
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