+544.2%
WMT vs CTSH
+34.5%
+509.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +2.0% | -2.1% | +4.2% | +2.4% |
| 30D | +10.3% | +1.4% | +8.9% | +9.9% |
| 3M | +11.0% | +7.5% | +3.5% | +9.2% |
| 6M | -2.3% | +39.6% | -41.9% | -9.0% |
| YTD | +15.7% | -22.3% | +38.0% | +20.1% |
| 1Y | +26.0% | -12.0% | +37.9% | +27.2% |
| 3Y | +136.5% | +1.8% | +134.7% | +129.7% |
| 5Y | +176.8% | -15.8% | +192.7% | +175.4% |
| All | +544.2% | +34.5% | +509.7% | +477.2% |
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