+1,662.9%
WMT vs CTSH
+34,247.0%
-32,584.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -0.8% |
| 7D | +3.9% | -2.7% | +6.6% | +4.3% |
| 30D | -4.4% | +12.4% | -16.8% | -5.8% |
| 3M | -8.8% | +17.4% | -26.2% | -10.8% |
| 6M | -15.6% | -3.1% | -12.6% | -15.9% |
| YTD | -3.2% | -23.6% | +20.3% | -1.0% |
| 1Y | +7.0% | -10.8% | +17.9% | +7.4% |
| 3Y | +105.3% | -8.3% | +113.6% | +104.5% |
| 5Y | +129.3% | -11.3% | +140.6% | +127.4% |
| 10Y | +423.9% | +22.6% | +401.3% | +390.9% |
| All | +1,662.9% | +34,247.0% | -32,584.1% | +740.7% |
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