+2,737.0%
TSLA vs CTSH
+18.6%
+2,718.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.3% |
| 7D | +3.0% | -8.2% | +11.2% | +7.3% |
| 30D | +11.2% | +0.4% | +10.8% | +10.9% |
| 3M | -7.3% | +10.6% | -17.9% | -13.5% |
| 6M | -7.7% | -8.8% | +1.1% | -5.8% |
| YTD | -18.2% | -28.6% | +10.4% | -5.6% |
| 1Y | +6.0% | -15.9% | +21.9% | +10.5% |
| 3Y | +48.0% | -13.9% | +61.9% | +51.6% |
| 5Y | +46.2% | -17.1% | +63.3% | +53.2% |
| 10Y | +2,737.0% | +21.0% | +2,716.0% | +2,399.8% |
| All | +2,737.0% | +18.6% | +2,718.4% | +2,399.8% |
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 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