+132.9%
ADBE vs CTSH
+35.4%
+97.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.0% |
| 7D | -3.2% | -4.2% | +1.0% | -0.8% |
| 30D | +1.0% | +3.9% | -3.0% | -1.5% |
| 3M | -7.8% | +10.2% | -18.0% | -13.1% |
| 6M | -1.0% | +35.3% | -36.2% | -17.9% |
| YTD | -31.8% | -21.8% | -10.0% | -22.9% |
| 1Y | -29.2% | -12.1% | -17.1% | -25.2% |
| 3Y | -60.1% | +2.0% | -62.1% | -62.0% |
| 5Y | -63.7% | -15.3% | -48.4% | -62.1% |
| All | +132.9% | +35.4% | +97.5% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling