+2,007.6%
WMT vs CTSH
+34,813.6%
-32,806.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.6% |
| 7D | +2.0% | -2.1% | +4.2% | +2.3% |
| 30D | +10.3% | +1.4% | +8.9% | +10.0% |
| 3M | +11.0% | +7.5% | +3.5% | +9.8% |
| 6M | -2.3% | +39.6% | -41.9% | -6.8% |
| YTD | +15.7% | -22.3% | +38.0% | +18.0% |
| 1Y | +26.0% | -12.0% | +37.9% | +26.4% |
| 3Y | +136.5% | +1.8% | +134.7% | +132.4% |
| 5Y | +176.8% | -15.8% | +192.7% | +175.9% |
| 10Y | +537.5% | +34.8% | +502.7% | +491.2% |
| All | +2,007.6% | +34,813.6% | -32,806.0% | +901.4% |
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 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