+78.5%
CDNS vs CTSH
-11.9%
+90.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.5% | +3.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | -10.2% | +13.4% | -23.6% | -16.1% |
| 3M | -5.5% | +14.4% | -19.9% | -12.7% |
| 6M | -9.9% | +27.7% | -37.6% | -22.6% |
| YTD | +2.3% | -20.6% | +23.0% | +14.3% |
| 1Y | -1.4% | -9.1% | +7.7% | +1.7% |
| 3Y | +28.1% | +3.1% | +25.0% | +19.8% |
| All | +78.5% | -11.9% | +90.4% | +80.2% |
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