+48.9%
CIEN vs CTSH
-7.5%
+56.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.1% | -12.3% | -7.5% |
| 7D | -25.0% | -0.9% | -24.2% | -25.0% |
| 30D | -30.1% | +13.1% | -43.2% | -23.9% |
| 3M | -33.8% | +17.9% | -51.7% | -25.5% |
| 6M | -49.4% | +28.5% | -77.9% | -36.9% |
| YTD | +16.4% | -19.3% | +35.7% | +30.7% |
| 1Y | +48.9% | -7.6% | +56.5% | +67.5% |
| All | +48.9% | -7.5% | +56.4% | +67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling