+32.9%
DIS vs CTSH
+37.5%
-4.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | +0.6% | -2.1% | +2.6% | +1.4% |
| 30D | +10.3% | +8.0% | +2.3% | +6.4% |
| 3M | +15.6% | +10.6% | +5.0% | +9.7% |
| 6M | +15.1% | +32.5% | -17.4% | -0.6% |
| YTD | +6.0% | -21.0% | +26.9% | +14.1% |
| 1Y | +5.7% | -9.9% | +15.6% | +7.0% |
| 3Y | +39.8% | +3.1% | +36.7% | +31.3% |
| 5Y | -23.9% | -13.4% | -10.5% | -24.1% |
| 10Y | +32.9% | +37.1% | -4.2% | +11.5% |
| All | +32.9% | +37.5% | -4.6% | +11.5% |
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