+99.7%
CDE vs CTSH
-16.1%
+115.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -9.6% | -2.1% | -7.5% | -9.1% |
| 30D | -6.7% | +1.4% | -8.1% | -7.9% |
| 3M | -24.2% | +7.5% | -31.7% | -27.2% |
| 6M | -29.1% | +39.6% | -68.7% | -39.7% |
| YTD | -21.5% | -22.3% | +0.8% | -12.1% |
| 1Y | -7.4% | -12.0% | +4.6% | -3.5% |
| 3Y | +596.3% | +1.8% | +594.5% | +547.9% |
| All | +99.7% | -16.1% | +115.8% | +97.4% |
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 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