+106.4%
INTC vs CTSH
+39.6%
+66.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.9% |
| 7D | -4.0% | +1.8% | -5.8% | -4.9% |
| 30D | -44.5% | +9.8% | -54.3% | -47.4% |
| 3M | -40.4% | +12.1% | -52.5% | -44.9% |
| 6M | -53.5% | +27.4% | -80.9% | -61.2% |
| YTD | +57.5% | -20.3% | +77.8% | +67.4% |
| 1Y | +51.2% | -8.8% | +60.0% | +47.8% |
| 3Y | +51.6% | +4.0% | +47.5% | +37.1% |
| 5Y | +23.5% | -12.2% | +35.7% | +20.8% |
| 10Y | +106.4% | +38.7% | +67.7% | +64.6% |
| All | +106.4% | +39.6% | +66.8% | +64.6% |
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