+1,206.6%
CIEN vs CTSH
+35.4%
+1,171.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | +27.4% | -4.2% | +31.6% | +28.7% |
| 30D | -26.6% | +3.9% | -30.5% | -28.2% |
| 3M | -32.0% | +10.2% | -42.1% | -35.5% |
| 6M | -49.1% | +35.3% | -84.4% | -56.7% |
| YTD | +25.7% | -21.8% | +47.5% | +33.4% |
| 1Y | +40.3% | -12.1% | +52.5% | +40.1% |
| 3Y | +566.2% | +2.0% | +564.1% | +513.5% |
| 5Y | +378.7% | -15.3% | +394.0% | +374.4% |
| All | +1,206.6% | +35.4% | +1,171.2% | +1,008.0% |
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