+463.1%
CIEN vs CTSH
+3.1%
+460.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.0% |
| 7D | -24.1% | -0.6% | -23.5% | -24.1% |
| 30D | -45.5% | +13.4% | -58.9% | -44.6% |
| 3M | -39.7% | +14.4% | -54.1% | -38.9% |
| 6M | -57.8% | +27.7% | -85.5% | -56.3% |
| YTD | +4.1% | -20.6% | +24.7% | +26.6% |
| 1Y | +20.8% | -9.1% | +29.9% | +35.0% |
| 3Y | +463.1% | +3.1% | +460.1% | +436.5% |
| All | +463.1% | +3.1% | +460.0% | +436.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling