-12.8%
TSLA vs CTSH
-1.6%
-11.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -6.3% |
| 7D | +1.5% | -2.7% | +4.2% | +1.2% |
| 30D | +10.1% | +12.4% | -2.2% | +12.4% |
| 3M | -15.4% | +17.4% | -32.8% | -11.2% |
| 6M | -12.8% | -3.1% | -9.7% | -8.4% |
| All | -12.8% | -1.6% | -11.1% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling