+273.8%
RTX vs CTSH
+39.1%
+234.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.2% |
| 7D | -3.2% | -2.3% | -0.9% | -2.5% |
| 30D | +5.6% | +7.4% | -1.9% | +2.2% |
| 3M | -11.7% | +10.9% | -22.6% | -16.1% |
| 6M | +12.3% | +24.7% | -12.3% | +0.2% |
| YTD | +8.2% | -22.0% | +30.2% | +16.0% |
| 1Y | +12.6% | -11.2% | +23.7% | +13.6% |
| 3Y | +152.8% | +3.9% | +149.0% | +130.6% |
| 5Y | +140.2% | -13.9% | +154.1% | +131.4% |
| 10Y | +273.8% | +37.8% | +236.0% | +185.6% |
| All | +273.8% | +39.1% | +234.7% | +185.6% |
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