+60.6%
SCHW vs CTSH
-17.2%
+77.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.8% | -9.8% | +7.0% | +0.5% |
| 30D | -0.1% | +0.1% | -0.2% | -0.2% |
| 3M | +20.6% | +13.2% | +7.4% | +14.6% |
| 6M | +15.9% | -6.2% | +22.1% | +17.6% |
| YTD | +8.5% | -28.5% | +37.0% | +21.4% |
| 1Y | +17.8% | -13.8% | +31.6% | +21.8% |
| 3Y | +88.5% | -13.7% | +102.2% | +91.0% |
| 5Y | +60.6% | -16.7% | +77.3% | +54.8% |
| All | +60.6% | -17.2% | +77.9% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling