+1,364.7%
CVX vs CTSH
+34,958.1%
-33,593.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | -7.5% | -2.3% | -5.2% | -7.2% |
| 30D | -0.6% | +7.4% | -8.0% | -1.9% |
| 3M | +14.0% | +10.9% | +3.0% | +11.6% |
| 6M | +18.1% | +24.7% | -6.5% | +12.9% |
| YTD | +42.2% | -22.0% | +64.1% | +45.7% |
| 1Y | +41.3% | -11.2% | +52.5% | +41.8% |
| 3Y | +68.3% | +3.9% | +64.5% | +64.1% |
| 5Y | +122.0% | -13.9% | +136.0% | +120.5% |
| 10Y | +198.6% | +37.8% | +160.8% | +176.3% |
| All | +1,364.7% | +34,958.1% | -33,593.4% | +978.9% |
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