+275.2%
RTX vs CTSH
+18.8%
+256.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.4% |
| 7D | -3.1% | -5.5% | +2.4% | -1.1% |
| 30D | -10.6% | +4.5% | -15.1% | -12.3% |
| 3M | +11.6% | +13.7% | -2.1% | +4.9% |
| 6M | -4.5% | -8.4% | +3.9% | -2.9% |
| YTD | +9.6% | -26.5% | +36.1% | +20.9% |
| 1Y | +30.8% | -13.9% | +44.8% | +34.1% |
| 3Y | +152.8% | -11.3% | +164.2% | +149.7% |
| 5Y | +167.1% | -14.8% | +181.9% | +158.6% |
| 10Y | +275.2% | +22.5% | +252.6% | +197.9% |
| All | +275.2% | +18.8% | +256.4% | +197.9% |
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