+245.8%
QCOM vs CTSH
+37.5%
+208.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.6% | +2.2% |
| 7D | +2.0% | -2.1% | +4.0% | +2.7% |
| 30D | +1.2% | +8.0% | -6.7% | -3.6% |
| 3M | +9.1% | +10.6% | -1.5% | +1.7% |
| 6M | -25.0% | +32.5% | -57.5% | -38.5% |
| YTD | +4.8% | -21.0% | +25.8% | +14.1% |
| 1Y | +3.6% | -9.9% | +13.5% | +4.1% |
| 3Y | +51.5% | +3.1% | +48.3% | +38.1% |
| 5Y | +19.7% | -13.4% | +33.1% | +19.8% |
| 10Y | +245.8% | +37.1% | +208.7% | +173.3% |
| All | +245.8% | +37.5% | +208.3% | +173.3% |
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