+56.1%
CDE vs CTSH
+24.9%
+31.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | -0.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.5% |
| 30D | +9.5% | +3.7% | +5.8% | +7.7% |
| 3M | +25.5% | +17.9% | +7.6% | +14.3% |
| 6M | -7.9% | -2.6% | -5.3% | -9.0% |
| YTD | +15.6% | -26.4% | +42.0% | +30.4% |
| 1Y | +34.0% | -13.0% | +47.1% | +36.9% |
| 3Y | +791.9% | -11.2% | +803.1% | +795.5% |
| 5Y | +197.7% | -14.3% | +212.0% | +199.1% |
| All | +56.1% | +24.9% | +31.2% | +25.4% |
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 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