+218.8%
CVX vs CTSH
+21.1%
+197.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +3.0% |
| 7D | +1.0% | -8.2% | +9.2% | +4.1% |
| 30D | +10.7% | +0.4% | +10.3% | +10.1% |
| 3M | +15.5% | +10.6% | +4.9% | +9.8% |
| 6M | +14.9% | -8.8% | +23.7% | +17.0% |
| YTD | +44.2% | -28.6% | +72.8% | +60.6% |
| 1Y | +43.5% | -15.9% | +59.4% | +48.2% |
| 3Y | +45.0% | -13.9% | +58.8% | +45.4% |
| 5Y | +172.2% | -17.1% | +189.2% | +166.7% |
| All | +218.8% | +21.1% | +197.7% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling