+22,131.9%
TSLA vs CTSH
+177.6%
+21,954.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.6% | -2.3% | -4.3% |
| 7D | +1.5% | -2.7% | +4.2% | +2.9% |
| 30D | +10.1% | +12.4% | -2.2% | +4.6% |
| 3M | -15.4% | +17.4% | -32.8% | -22.9% |
| 6M | -12.8% | -3.1% | -9.7% | -14.0% |
| YTD | -21.3% | -23.6% | +2.3% | -13.6% |
| 1Y | +4.6% | -10.8% | +15.4% | +5.5% |
| 3Y | +44.5% | -8.3% | +52.8% | +43.5% |
| 5Y | +44.8% | -11.3% | +56.1% | +46.5% |
| 10Y | +2,585.4% | +22.6% | +2,562.8% | +2,172.4% |
| All | +22,131.9% | +177.6% | +21,954.3% | +11,330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling