-71.5%
CDE vs CTSH
+32,929.6%
-33,001.0%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.8% | +1.1% | -2.1% |
| 7D | +2.3% | -5.5% | +7.8% | +3.3% |
| 30D | +18.8% | +4.5% | +14.3% | +17.9% |
| 3M | +23.5% | +13.7% | +9.7% | +19.8% |
| 6M | -8.6% | -8.4% | -0.2% | -8.3% |
| YTD | +16.0% | -26.5% | +42.5% | +20.8% |
| 1Y | +42.1% | -13.9% | +56.0% | +43.3% |
| 3Y | +835.9% | -11.3% | +847.2% | +841.6% |
| 5Y | +197.6% | -14.8% | +212.4% | +201.1% |
| 10Y | +39.6% | +22.5% | +17.0% | +32.5% |
| All | -71.5% | +32,929.6% | -33,001.0% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling