+297.1%
DIS vs CTSH
+34,247.0%
-33,949.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.9% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | +3.5% | +12.4% | -8.9% | +0.6% |
| 3M | +6.8% | +17.4% | -10.5% | +2.1% |
| 6M | +3.0% | -3.1% | +6.1% | +2.5% |
| YTD | -6.7% | -23.6% | +16.8% | -2.0% |
| 1Y | -10.1% | -10.8% | +0.7% | -9.1% |
| 3Y | +33.0% | -8.3% | +41.3% | +33.2% |
| 5Y | -40.0% | -11.3% | -28.7% | -39.7% |
| 10Y | +21.1% | +22.6% | -1.6% | +10.8% |
| All | +297.1% | +34,247.0% | -33,949.9% | +20.8% |
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 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