-61.2%
ADBE vs CTSH
-14.2%
-47.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.8% | +0.4% | -1.1% |
| 7D | -10.1% | -5.5% | -4.6% | -6.8% |
| 30D | -3.0% | +4.5% | -7.5% | -5.3% |
| 3M | +5.0% | +13.7% | -8.7% | -3.3% |
| 6M | -9.3% | -8.4% | -0.9% | -4.9% |
| YTD | -26.5% | -26.5% | 0.0% | -12.5% |
| 1Y | -28.3% | -13.9% | -14.3% | -23.0% |
| 3Y | -54.1% | -11.3% | -42.8% | -52.3% |
| 5Y | -61.2% | -14.8% | -46.4% | -59.5% |
| All | -61.2% | -14.2% | -47.0% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling