+214.5%
CVX vs CTSH
+34.5%
+180.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +3.4% | -2.1% | +5.6% | +4.2% |
| 30D | -1.0% | +1.4% | -2.4% | -2.1% |
| 3M | +12.2% | +7.5% | +4.7% | +7.8% |
| 6M | +20.3% | +39.6% | -19.2% | +2.7% |
| YTD | +48.3% | -22.3% | +70.6% | +59.1% |
| 1Y | +46.9% | -12.0% | +58.9% | +48.7% |
| 3Y | +73.1% | +1.8% | +71.3% | +60.4% |
| 5Y | +135.2% | -15.8% | +151.1% | +129.5% |
| All | +214.5% | +34.5% | +180.0% | +140.5% |
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