+156.4%
ADBE vs CTSH
+18.6%
+137.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | +0.7% |
| 7D | -8.9% | -8.2% | -0.7% | -4.3% |
| 30D | -6.6% | +0.4% | -7.0% | -6.6% |
| 3M | +7.1% | +10.6% | -3.4% | +0.7% |
| 6M | -9.8% | -8.8% | -1.0% | -5.6% |
| YTD | -27.2% | -28.6% | +1.4% | -13.3% |
| 1Y | -28.0% | -15.9% | -12.1% | -22.2% |
| 3Y | -54.5% | -13.9% | -40.6% | -52.0% |
| 5Y | -61.5% | -17.1% | -44.4% | -58.9% |
| 10Y | +156.4% | +21.0% | +135.4% | +135.6% |
| All | +156.4% | +18.6% | +137.9% | +135.6% |
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