+130.8%
WMT vs CTSH
-17.3%
+148.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | -0.2% | -8.2% | +8.0% | +0.9% |
| 30D | -5.8% | +0.4% | -6.2% | -5.9% |
| 3M | -10.8% | +10.6% | -21.3% | -12.2% |
| 6M | -14.3% | -8.8% | -5.5% | -13.4% |
| YTD | -4.4% | -28.6% | +24.2% | +0.6% |
| 1Y | +4.3% | -15.9% | +20.2% | +5.9% |
| 3Y | +100.1% | -13.9% | +113.9% | +101.3% |
| 5Y | +130.8% | -17.1% | +147.9% | +126.9% |
| All | +130.8% | -17.3% | +148.1% | +126.9% |
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