+2,088.7%
SCHW vs CTSH
+31,981.4%
-29,892.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.7% |
| 7D | -1.6% | -8.2% | +6.6% | +1.3% |
| 30D | -1.1% | +0.4% | -1.5% | -1.4% |
| 3M | +20.4% | +10.6% | +9.8% | +14.8% |
| 6M | +13.6% | -8.8% | +22.4% | +15.1% |
| YTD | +7.7% | -28.6% | +36.3% | +18.2% |
| 1Y | +15.2% | -15.9% | +31.1% | +19.0% |
| 3Y | +87.1% | -13.9% | +101.0% | +89.5% |
| 5Y | +57.5% | -17.1% | +74.6% | +59.4% |
| 10Y | +295.1% | +21.0% | +274.1% | +242.2% |
| All | +2,088.7% | +31,981.4% | -29,892.7% | +421.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling