+838.5%
CDNS vs CTSH
+34,247.0%
-33,408.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -2.9% |
| 7D | -14.0% | -2.7% | -11.3% | -13.2% |
| 30D | -13.2% | +12.4% | -25.5% | -16.3% |
| 3M | -28.9% | +17.4% | -46.3% | -33.2% |
| 6M | -4.2% | -3.1% | -1.1% | -4.8% |
| YTD | -6.4% | -23.6% | +17.2% | +0.1% |
| 1Y | -16.2% | -10.8% | -5.4% | -14.9% |
| 3Y | +20.2% | -8.3% | +28.5% | +20.7% |
| 5Y | +76.6% | -11.3% | +88.0% | +78.7% |
| 10Y | +1,029.7% | +22.6% | +1,007.1% | +921.1% |
| All | +838.5% | +34,247.0% | -33,408.5% | +151.4% |
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