+687.9%
NFLX vs CTSH
+18.6%
+669.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.2% |
| 7D | -8.1% | -8.2% | +0.1% | -4.7% |
| 30D | -0.3% | +0.4% | -0.7% | -0.5% |
| 3M | -6.6% | +10.6% | -17.2% | -11.5% |
| 6M | -22.7% | -8.8% | -13.9% | -20.9% |
| YTD | -18.9% | -28.6% | +9.7% | -8.0% |
| 1Y | -39.8% | -15.9% | -23.9% | -37.1% |
| 3Y | +71.7% | -13.9% | +85.6% | +74.2% |
| 5Y | +27.2% | -17.1% | +44.3% | +30.8% |
| 10Y | +687.9% | +21.0% | +666.9% | +647.8% |
| All | +687.9% | +18.6% | +669.3% | +647.8% |
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 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