+242.8%
QCOM vs CTSH
+39.6%
+203.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.2% |
| 7D | +5.5% | +1.8% | +3.7% | +4.5% |
| 30D | -1.1% | +9.8% | -10.9% | -6.6% |
| 3M | +7.6% | +12.1% | -4.5% | -0.4% |
| 6M | -20.1% | +27.4% | -47.5% | -33.1% |
| YTD | +3.0% | -20.3% | +23.3% | +11.7% |
| 1Y | +3.2% | -8.8% | +12.0% | +3.1% |
| 3Y | +48.9% | +4.0% | +44.8% | +35.1% |
| 5Y | +21.1% | -12.2% | +33.3% | +20.3% |
| 10Y | +242.8% | +38.7% | +204.1% | +169.8% |
| All | +242.8% | +39.6% | +203.1% | +169.8% |
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