+217.2%
CVX vs CTSH
+21.4%
+195.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.7% | -9.8% | +10.5% | +4.5% |
| 30D | +9.1% | +0.1% | +9.0% | +8.7% |
| 3M | +13.1% | +13.2% | -0.1% | +6.5% |
| 6M | +16.3% | -6.2% | +22.5% | +17.1% |
| YTD | +43.5% | -28.5% | +72.0% | +59.7% |
| 1Y | +40.2% | -13.8% | +53.9% | +43.2% |
| 3Y | +44.2% | -13.7% | +58.0% | +44.6% |
| 5Y | +170.6% | -16.7% | +187.3% | +164.5% |
| All | +217.2% | +21.4% | +195.9% | +157.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling