+46.5%
TSLA vs CTSH
-14.2%
+60.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.8% | +7.8% | +5.8% |
| 7D | +3.4% | -5.5% | +8.9% | +6.1% |
| 30D | +12.0% | +4.5% | +7.5% | +9.8% |
| 3M | -10.0% | +13.7% | -23.7% | -16.2% |
| 6M | -7.2% | -8.4% | +1.2% | -2.6% |
| YTD | -18.1% | -26.5% | +8.4% | -2.0% |
| 1Y | +6.3% | -13.9% | +20.2% | +12.3% |
| 3Y | +48.2% | -11.3% | +59.5% | +50.9% |
| 5Y | +46.5% | -14.8% | +61.4% | +67.7% |
| All | +46.5% | -14.2% | +60.7% | +67.7% |
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