+3,125.8%
TSLA vs CTSH
+34.5%
+3,091.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +8.9% | -2.1% | +11.1% | +9.9% |
| 30D | +6.3% | +1.4% | +4.9% | +4.4% |
| 3M | +14.8% | +7.5% | +7.3% | +8.7% |
| 6M | -12.4% | +39.6% | -51.9% | -29.8% |
| YTD | -13.2% | -22.3% | +9.1% | -5.3% |
| 1Y | -2.9% | -12.0% | +9.0% | -2.0% |
| 3Y | +74.4% | +1.8% | +72.6% | +60.2% |
| 5Y | +13.3% | -15.8% | +29.1% | +16.0% |
| All | +3,125.8% | +34.5% | +3,091.3% | +2,468.0% |
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