+4,921.3%
SOXL vs CTSH
+24.9%
+4,896.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.9% | +2.4% | +1.4% |
| 7D | +3.9% | -3.7% | +7.6% | +8.5% |
| 30D | -14.3% | +3.7% | -18.0% | -21.2% |
| 3M | -45.6% | +17.9% | -63.5% | -68.0% |
| 6M | +117.2% | -2.6% | +119.8% | +53.5% |
| YTD | +189.8% | -26.4% | +216.2% | +203.7% |
| 1Y | +317.7% | -13.0% | +330.8% | +221.6% |
| 3Y | +478.6% | -11.2% | +489.8% | +374.7% |
| 5Y | +169.5% | -14.3% | +183.8% | +200.9% |
| All | +4,921.3% | +24.9% | +4,896.4% | +5,526.6% |
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