+125.0%
SBUX vs CTSH
+21.4%
+103.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -6.2% | -9.8% | +3.5% | -2.4% |
| 30D | -6.4% | +0.1% | -6.5% | -6.8% |
| 3M | +1.0% | +13.2% | -12.2% | -5.3% |
| 6M | -0.4% | -6.2% | +5.8% | +0.2% |
| YTD | +20.0% | -28.5% | +48.4% | +34.6% |
| 1Y | +22.8% | -13.8% | +36.5% | +26.1% |
| 3Y | +12.3% | -13.7% | +26.0% | +14.0% |
| 5Y | -6.4% | -16.7% | +10.3% | -5.1% |
| All | +125.0% | +21.4% | +103.6% | +94.1% |
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