+1,184.7%
CIEN vs CTSH
+39.6%
+1,145.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.4% |
| 7D | -9.3% | +1.8% | -11.2% | -10.0% |
| 30D | -39.5% | +9.8% | -49.3% | -41.8% |
| 3M | -29.8% | +12.1% | -41.9% | -33.8% |
| 6M | -50.4% | +27.4% | -77.8% | -56.6% |
| YTD | +16.3% | -20.3% | +36.6% | +22.8% |
| 1Y | +30.4% | -8.8% | +39.2% | +28.3% |
| 3Y | +516.6% | +4.0% | +512.5% | +464.9% |
| 5Y | +349.8% | -12.2% | +361.9% | +339.9% |
| 10Y | +1,184.7% | +38.7% | +1,146.0% | +986.3% |
| All | +1,184.7% | +39.6% | +1,145.1% | +986.3% |
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