+189.0%
CDE vs CTSH
-14.7%
+203.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.8% |
| 30D | +9.5% | +3.7% | +5.8% | +8.0% |
| 3M | +25.5% | +17.9% | +7.6% | +16.7% |
| 6M | -7.9% | -2.6% | -5.3% | -7.0% |
| YTD | +15.6% | -26.4% | +42.0% | +33.6% |
| 1Y | +34.0% | -13.0% | +47.1% | +39.4% |
| 3Y | +791.9% | -11.2% | +803.1% | +802.7% |
| All | +189.0% | -14.7% | +203.7% | +192.3% |
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