+1,967.8%
WMT vs CTSH
+35,415.6%
-33,447.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.7% | -2.1% | -0.7% | -2.5% |
| 30D | +11.1% | +8.0% | +3.2% | +10.0% |
| 3M | +11.2% | +10.6% | +0.6% | +9.6% |
| 6M | -1.3% | +32.5% | -33.8% | -5.2% |
| YTD | +13.5% | -21.0% | +34.5% | +15.5% |
| 1Y | +22.5% | -9.9% | +32.4% | +22.6% |
| 3Y | +134.1% | +3.1% | +131.0% | +129.7% |
| 5Y | +170.3% | -13.4% | +183.7% | +168.4% |
| 10Y | +525.5% | +37.1% | +488.4% | +478.9% |
| All | +1,967.8% | +35,415.6% | -33,447.8% | +880.5% |
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