+54.3%
QCOM vs CTSH
-8.2%
+62.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | +3.3% | -2.7% | +6.0% | +3.9% |
| 30D | +7.7% | +12.4% | -4.7% | +4.9% |
| 3M | -30.1% | +17.4% | -47.4% | -31.7% |
| 6M | +22.8% | -3.1% | +25.9% | +30.1% |
| YTD | +0.2% | -23.6% | +23.8% | +19.8% |
| 1Y | +7.9% | -10.8% | +18.7% | +17.8% |
| All | +54.3% | -8.2% | +62.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling