+1,034.6%
CDNS vs CTSH
+22.1%
+1,012.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.1% |
| 7D | -9.2% | -5.5% | -3.8% | -6.7% |
| 30D | -16.3% | +4.5% | -20.8% | -18.1% |
| 3M | -27.9% | +13.7% | -41.7% | -33.7% |
| 6M | -4.3% | -8.4% | +4.1% | -1.8% |
| YTD | -9.1% | -26.5% | +17.4% | +4.5% |
| 1Y | -21.2% | -13.9% | -7.3% | -17.2% |
| 3Y | +19.4% | -11.3% | +30.7% | +21.8% |
| 5Y | +71.6% | -14.8% | +86.5% | +77.0% |
| All | +1,034.6% | +22.1% | +1,012.5% | +903.8% |
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