+361.0%
ORLY vs CTSH
+24.9%
+336.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.5% |
| 7D | -2.4% | -3.7% | +1.4% | -1.3% |
| 30D | -6.8% | +3.7% | -10.5% | -8.0% |
| 3M | -4.8% | +17.9% | -22.7% | -10.2% |
| 6M | -9.1% | -2.6% | -6.4% | -9.5% |
| YTD | -5.9% | -26.4% | +20.5% | +1.8% |
| 1Y | -20.4% | -13.0% | -7.4% | -18.9% |
| 3Y | +36.6% | -11.2% | +47.8% | +35.7% |
| 5Y | +117.3% | -14.3% | +131.6% | +114.2% |
| All | +361.0% | +24.9% | +336.1% | +282.1% |
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 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