+340.3%
DIS vs CTSH
+35,575.5%
-35,235.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | +5.2% | -0.6% | +5.8% | +5.4% |
| 30D | +11.5% | +13.4% | -1.9% | +7.9% |
| 3M | +11.5% | +14.4% | -2.9% | +7.5% |
| 6M | +8.9% | +27.7% | -18.8% | +1.2% |
| YTD | +3.4% | -20.6% | +24.0% | +7.1% |
| 1Y | +7.2% | -9.1% | +16.3% | +7.5% |
| 3Y | +43.3% | +3.1% | +40.2% | +38.9% |
| 5Y | -31.4% | -11.8% | -19.7% | -31.5% |
| 10Y | +37.1% | +42.7% | -5.6% | +21.3% |
| All | +340.3% | +35,575.5% | -35,235.2% | +32.1% |
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