+304.6%
CIEN vs CTSH
-11.9%
+316.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.7% | +8.2% | +5.7% |
| 7D | -24.1% | -0.6% | -23.5% | -24.1% |
| 30D | -45.5% | +13.4% | -58.9% | -46.7% |
| 3M | -39.7% | +14.4% | -54.1% | -41.7% |
| 6M | -57.8% | +27.7% | -85.5% | -60.6% |
| YTD | +4.1% | -20.6% | +24.7% | +17.4% |
| 1Y | +20.8% | -9.1% | +29.9% | +26.2% |
| 3Y | +463.1% | +3.1% | +460.1% | +445.2% |
| All | +304.6% | -11.9% | +316.4% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling