+1,460.5%
CIEN vs CTSH
+18.6%
+1,441.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | -4.6% | -8.2% | +3.6% | -2.2% |
| 30D | -12.8% | +0.4% | -13.2% | -13.4% |
| 3M | -23.1% | +10.6% | -33.6% | -27.4% |
| 6M | +6.1% | -8.8% | +14.9% | +6.9% |
| YTD | +44.5% | -28.6% | +73.1% | +60.2% |
| 1Y | +176.6% | -15.9% | +192.5% | +181.3% |
| 3Y | +601.0% | -13.9% | +614.8% | +602.9% |
| 5Y | +509.1% | -17.1% | +526.2% | +511.7% |
| 10Y | +1,460.5% | +21.0% | +1,439.5% | +1,220.4% |
| All | +1,460.5% | +18.6% | +1,441.9% | +1,220.4% |
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 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