+269.0%
RTX vs CTSH
+37.5%
+231.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | +7.8% | +8.0% | -0.1% | +4.3% |
| 3M | -9.8% | +10.6% | -20.4% | -14.2% |
| 6M | +13.5% | +32.5% | -19.0% | -1.0% |
| YTD | +10.9% | -21.0% | +31.9% | +18.4% |
| 1Y | +14.0% | -9.9% | +23.9% | +14.5% |
| 3Y | +159.9% | +3.1% | +156.8% | +138.3% |
| 5Y | +151.7% | -13.4% | +165.1% | +142.3% |
| 10Y | +269.0% | +37.1% | +231.8% | +182.9% |
| All | +269.0% | +37.5% | +231.5% | +182.9% |
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 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