+116.5%
ORLY vs CTSH
-17.2%
+133.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.1% | -9.8% | +7.6% | -0.1% |
| 30D | -7.6% | +0.1% | -7.7% | -7.8% |
| 3M | -5.5% | +13.2% | -18.7% | -8.5% |
| 6M | -9.7% | -6.2% | -3.5% | -9.4% |
| YTD | -6.2% | -28.5% | +22.2% | -0.3% |
| 1Y | -18.6% | -13.8% | -4.9% | -17.6% |
| 3Y | +33.8% | -13.7% | +47.5% | +33.7% |
| 5Y | +116.5% | -16.7% | +133.2% | +115.2% |
| All | +116.5% | -17.2% | +133.8% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling