+1,166.2%
CDNS vs CTSH
+34.5%
+1,131.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | +1.0% | -2.1% | +3.1% | +1.9% |
| 30D | -2.0% | +1.4% | -3.3% | -3.9% |
| 3M | -0.2% | +7.5% | -7.7% | -5.9% |
| 6M | -8.9% | +39.6% | -48.5% | -27.1% |
| YTD | +3.3% | -22.3% | +25.6% | +13.5% |
| 1Y | +2.2% | -12.0% | +14.2% | +4.6% |
| 3Y | +22.4% | +1.8% | +20.6% | +13.3% |
| 5Y | +78.0% | -15.8% | +93.9% | +81.2% |
| All | +1,166.2% | +34.5% | +1,131.7% | +956.9% |
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