+2,973.5%
TSLA vs CTSH
+39.6%
+2,933.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.5% |
| 7D | -4.7% | +1.8% | -6.5% | -5.8% |
| 30D | -0.8% | +9.8% | -10.6% | -6.2% |
| 3M | +14.8% | +12.1% | +2.7% | +6.6% |
| 6M | -11.3% | +27.4% | -38.7% | -25.3% |
| YTD | -15.6% | -20.3% | +4.7% | -8.9% |
| 1Y | -14.7% | -8.8% | -5.9% | -15.3% |
| 3Y | +76.9% | +4.0% | +72.9% | +61.0% |
| 5Y | +6.7% | -12.2% | +18.9% | +7.1% |
| 10Y | +2,973.5% | +38.7% | +2,934.8% | +2,315.6% |
| All | +2,973.5% | +39.6% | +2,933.9% | +2,315.6% |
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