+99.4%
WMT vs CTSH
-14.2%
+113.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -0.2% | -8.2% | +8.0% | +0.6% |
| 30D | -5.8% | +0.4% | -6.2% | -5.9% |
| 3M | -10.8% | +10.6% | -21.3% | -11.8% |
| 6M | -14.3% | -8.8% | -5.5% | -13.2% |
| YTD | -4.4% | -28.6% | +24.2% | +1.2% |
| 1Y | +4.3% | -15.9% | +20.2% | +5.5% |
| All | +99.4% | -14.2% | +113.6% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling