-29.5%
DIS vs CTSH
-12.1%
-17.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.7% |
| 7D | +4.4% | +1.8% | +2.6% | +3.7% |
| 30D | +10.3% | +9.8% | +0.5% | +6.2% |
| 3M | +15.5% | +12.1% | +3.4% | +9.6% |
| 6M | +11.2% | +27.4% | -16.2% | -0.9% |
| YTD | +5.6% | -20.3% | +25.9% | +15.4% |
| 1Y | +7.7% | -8.8% | +16.5% | +10.1% |
| 3Y | +39.3% | +4.0% | +35.2% | +31.1% |
| 5Y | -29.5% | -12.2% | -17.3% | -30.8% |
| All | -29.5% | -12.1% | -17.4% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling