-7.6%
TSLA vs CTSH
-11.9%
+4.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +5.3% |
| 7D | -10.4% | -0.6% | -9.8% | -10.4% |
| 30D | -5.2% | +13.4% | -18.6% | -11.3% |
| 3M | +12.1% | +14.4% | -2.3% | +3.7% |
| 6M | -10.2% | +27.7% | -37.9% | -23.3% |
| YTD | -20.3% | -20.6% | +0.3% | -9.3% |
| 1Y | -19.7% | -9.1% | -10.5% | -17.5% |
| 3Y | +63.4% | +3.1% | +60.3% | +49.2% |
| All | -7.6% | -11.9% | +4.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling